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

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  • E. K. Boukas

    (École Polytechnique de Montréal, Montréal)

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.

Suggested Citation

  • E. K. Boukas, 2004. "Nonfragile Robust Controller for Linear Markovian Jumping Parameter Systems with Multiplicative Brownian Disturbance," Journal of Optimization Theory and Applications, Springer, vol. 122(3), pages 455-469, September.
    • Handle: RePEc:spr:joptap:v:122:y:2004:i:3:d:10.1023_b:jota.0000042590.75209.b5
    DOI: 10.1023/B:JOTA.0000042590.75209.b5
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    References listed on IDEAS

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    1. P. Shi & E. K. Boukas, 1997. "H ∞-Control for Markovian Jumping Linear Systems with Parametric Uncertainty," Journal of Optimization Theory and Applications, Springer, vol. 95(1), pages 75-99, October.
    2. Mao, Xuerong, 1999. "Stability of stochastic differential equations with Markovian switching," Stochastic Processes and their Applications, Elsevier, vol. 79(1), pages 45-67, January.
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