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state feedback controller design for continuous Markov jump linear systems with partly known information

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  • Mouquan Shen
  • Guang-Hong Yang

Abstract

This article addresses the H2 control problem for continuous Markov jump linear systems with partly known information. The considered partly known transition probabilities cover the cases where the transition probabilities are exactly known, unknown and unknown but with known bounds. By decoupling the unknown transition probabilities from the Lyapunov matrices, new sufficient conditions for the H2 performance analysis of the considered systems are derived in terms of linear matrix inequalities (LMIs). Based on the result, an LMI-based method for designing H2 controllers is given. Two numerical examples are presented to illustrate the effectiveness of the proposed methods.

Suggested Citation

  • Mouquan Shen & Guang-Hong Yang, 2012. "state feedback controller design for continuous Markov jump linear systems with partly known information," International Journal of Systems Science, Taylor & Francis Journals, vol. 43(4), pages 786-796.
    • Handle: RePEc:taf:tsysxx:v:43:y:2012:i:4:p:786-796
    DOI: 10.1080/00207721.2010.523799
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    Cited by:

    1. Yunliang Wei & Wei Xing Zheng & Ze Li & Guangdeng Zong, 2015. "Anti-windup design of uncertain discrete-time Markovian jump systems with partially known transition probabilities and saturating actuator," International Journal of Systems Science, Taylor & Francis Journals, vol. 46(7), pages 1288-1298, May.
    2. Bo-Chao Zheng & Guang-Hong Yang, 2014. "Sliding mode control for Markov jump linear uncertain systems with partly unknown transition rates," International Journal of Systems Science, Taylor & Francis Journals, vol. 45(10), pages 1999-2011, October.

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