Guaranteed Cost Control of a Markov Jump Linear Uncertain System Using a Time-Multiplied Cost Function

E.K. Boukas, Z.K. Liu and F. Al-Sunni
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E.K. Boukas: École Polytechnique de Montréal
Z.K. Liu: École Polytechnique de Montréal
F. Al-Sunni: King Fahd University of Petroleum and Minerals

Journal of Optimization Theory and Applications, 2003, vol. 116, issue 1, No 10, 183-204

Abstract: Abstract This paper addresses the guaranteed cost control problem of jump linear systems with norm-bounded uncertain parameters. A time-multiplied performance index is considered. The performance is calculated first and an LMI-based algorithm is developed to design a state feedback control law with constant gain matrices which robustly stabilizes the system in the mean-square quadratically stable sense.

Keywords: Guaranteed cost control; time-multiplied performance index; systems with Markovian jumps; uncertain systems; linear matrix inequalities (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1023/A:1022170404978

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