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Guaranteed Cost Control of a Markov Jump Linear Uncertain System Using a Time-Multiplied Cost Function |
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| Authors: | EK Boukas ZK Liu F Al-Sunni |
| Institution: | (1) GERAD and Mechanical Engineering Department, École Polytechnique de Montréal, Montréal, Québec, Canada;(2) Mechanical Engineering Department, École Polytechnique de Montréal, Montréal, Québec, Canada;(3) System Engineering Department, King Fahd University of Petroleum and Minerals, Dhahran, Saudi Arabia |
| 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 |
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