Robust $${\cal {H}}_{\infty}$$ Stabilization of Stochastic Hybrid Systems with Wiener Process

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

Journal of Optimization Theory and Applications, 2005, vol. 126, issue 1, No 4, 63-84

Abstract: Abstract This paper deals with the class of uncertain continuous-time linear stochastic hybrid systems with Wiener process. The uncertainties that we are considering are of the norm-bounded type. The robust $${\cal {H}}_{\infty}$$ stochastic stabilization problem is treated. LMIs based sufficient conditions are developed to design the state feedback controller that robustly and stochastically stabilizes the studied class of systems and at the same time rejects a disturbance of desired level. The minimum disturbance rejection is also determined. A numerical example is provided to show the validity of the proposed results.

Keywords: Stochastic systems; Markovian jumping parameters systems; stabilization; robustness; LMI (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10957-005-2657-2

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