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A finite frequency approach to control of Markov jump linear systems with incomplete transition probabilities

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  • Shen, Mouquan
  • Ye, Dan

Abstract

This paper is concerned with the state feedback control of continuous Markov jump linear systems with incomplete transition probabilities in finite frequency domain. By developing a new technique to handle the coupling among Lyapunov variable, system matrix and controller parameter, new sufficient conditions for the closed-loop system to be stochastically stable with the required finite frequency performance are established in terms of linear matrix inequalities. Meanwhile, the finite frequency state feedback controller is also obtained by the proposed conditions directly. The validity of the proposed method is demonstrated by a numerical example.

Suggested Citation

  • Shen, Mouquan & Ye, Dan, 2017. "A finite frequency approach to control of Markov jump linear systems with incomplete transition probabilities," Applied Mathematics and Computation, Elsevier, vol. 295(C), pages 53-64.
    • Handle: RePEc:eee:apmaco:v:295:y:2017:i:c:p:53-64
    DOI: 10.1016/j.amc.2016.09.024
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    References listed on IDEAS

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    1. Kao, Yonggui & Zhu, Quanxin & Qi, Wenhai, 2015. "Exponential stability and instability of impulsive stochastic functional differential equations with Markovian switching," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 795-804.
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    4. Gao, Ming & Sheng, Li & Zhang, Weihai, 2015. "Stochastic H2/H∞ control of nonlinear systems with time-delay and state-dependent noise," Applied Mathematics and Computation, Elsevier, vol. 266(C), pages 429-440.
    5. Zhao, Huanyu & Park, Ju H. & Zhang, Yulin, 2014. "Couple-group consensus for second-order multi-agent systems with fixed and stochastic switching topologies," Applied Mathematics and Computation, Elsevier, vol. 232(C), pages 595-605.
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    Citations

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    Cited by:

    1. Luo, Jinnan & Tian, Wenhong & Zhong, Shouming & Shi, Kaibo & Chen, Hao & Gu, Xian-Ming & Wang, Wenqin, 2017. "Non-fragile asynchronous H∞ control for uncertain stochastic memory systems with Bernoulli distribution," Applied Mathematics and Computation, Elsevier, vol. 312(C), pages 109-128.
    2. Gao, Xianwen & He, Hangfeng & Qi, Wenhai, 2017. "Admissibility analysis for discrete-time singular Markov jump systems with asynchronous switching," Applied Mathematics and Computation, Elsevier, vol. 313(C), pages 431-441.
    3. Lee, Tae H. & Park, Ju H. & Jung, Hoyoul, 2018. "Network-based H∞ state estimation for neural networks using imperfect measurement," Applied Mathematics and Computation, Elsevier, vol. 316(C), pages 205-214.
    4. Gao, Rui & Zhai, Ding & Cheng, Jun, 2019. "Decentralized static output feedback sliding mode control for interconnected descriptor systems via linear sliding variable," Applied Mathematics and Computation, Elsevier, vol. 357(C), pages 185-198.
    5. Aravindh, D. & Sakthivel, R. & Kong, Fanchao & Marshal Anthoni, S., 2020. "Finite-time reliable stabilization of uncertain semi-Markovian jump systems with input saturation," Applied Mathematics and Computation, Elsevier, vol. 384(C).
    6. Wu, Kai-Ning & Sun, Han-Xiao & Yang, Baoqing & Lim, Cheng-Chew, 2018. "Finite-time boundary control for delay reaction–diffusion systems," Applied Mathematics and Computation, Elsevier, vol. 329(C), pages 52-63.
    7. Song, Xiaona & Wang, Mi & Song, Shuai & Wang, Zhen, 2019. "Quantized output feedback control for nonlinear Markovian jump distributed parameter systems with unreliable communication links," Applied Mathematics and Computation, Elsevier, vol. 353(C), pages 371-395.

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