Nonfragile Robust Controller for Linear Markovian Jumping Parameter Systems with Multiplicative Brownian Disturbance

E. K. Boukas
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E. K. Boukas: École Polytechnique de Montréal, Montréal

Journal of Optimization Theory and Applications, 2004, vol. 122, issue 3, No 1, 455-469

Abstract: Abstract This paper deals with the uncertain class of continuous-time linear systems with Markovian jumping parameters and multiplicative Brownian disturbance. A design method for a nonfragile robust controller for this class of systems is proposed when the uncertainties are of the norm-bounded type. An LMI based sufficient condition is developed. The methodology used is based mainly on the Lyapunov approach. A numerical example is presented to show the usefulness of the proposed results.

Keywords: Jump linear systems; linear matrix inequalities; stochastic stability; state feedback control; norm-bounded uncertainties; Brownian motion (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1023/B:JOTA.0000042590.75209.b5

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