Mode-independent control of singular Markovian jump systems: A stochastic optimization viewpoint
Guoliang Wang
Applied Mathematics and Computation, 2016, vol. 286, issue C, 155-170
Abstract:
In this paper, the mode-independent control problem of singular Markovian jump systems is firstly studied by exploiting a stochastic optimization viewpoint. A new kind of mode-independent H∞ controller satisfying a minimum variance approximation is constructed, whose gain is composed of some mode-dependent control gains. The available probability of system mode is described by the Bernoulli variable and taken into account. It shows that such a probability plays an important role in system analysis and associates mode-independent controller with mode-dependent controllers. When the probability is unknown, a kind of adaptive controller is proposed such that the resulting closed-loop system is robust stochastically admissible with an H∞ performance. All the proposed conditions are given in terms of linear matrix inequalities. Two numerical examples are used to demonstrate the effectiveness of the proposed methods.
Keywords: Singular Markovian jump systems; Mode-independent control; Adaptive control; Stochastic optimization; Linear matrix inequalities (LMIs) (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (6)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:286:y:2016:i:c:p:155-170
DOI: 10.1016/j.amc.2016.04.004
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