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Anti-windup design of uncertain discrete-time Markovian jump systems with partially known transition probabilities and saturating actuator

Yunliang Wei, Wei Xing Zheng, Ze Li and Guangdeng Zong

International Journal of Systems Science, 2015, vol. 46, issue 7, 1288-1298

Abstract: This paper carries out a study on the design of anti-windup gains for uncertain discrete-time Markovian jump systems subject to both actuator saturation and partially known transition probabilities. The parameter uncertainties appearing in both the state and input matrices are assumed to be time-varying and norm-bounded. Under the assumption that a set of linear dynamic output feedback controllers have been designed to stabilise the Markovian jump system in the absence of actuator saturation, anti-windup compensation gains are designed for maximising the domain of attraction of the closed-loop system with actuator saturation. Then, by solving a convex optimisation problem with constraints of a set of linear matrix inequalities, the anti-windup compensation gains are obtained. A simulation example is provided to illustrate the effectiveness of the proposed technique.

Date: 2015
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DOI: 10.1080/00207721.2013.819949

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