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

Author

Listed:
  • Yunliang Wei
  • Wei Xing Zheng
  • Ze Li
  • Guangdeng Zong

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.

Suggested Citation

  • 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.
  • Handle: RePEc:taf:tsysxx:v:46:y:2015:i:7:p:1288-1298
    DOI: 10.1080/00207721.2013.819949
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    References listed on IDEAS

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    1. Hao Shen & Shengyuan Xu & Jianping Zhou & Jinjun Lu, 2011. "Fuzzy filtering for nonlinear Markovian jump neutral systems," International Journal of Systems Science, Taylor & Francis Journals, vol. 42(5), pages 767-780.
    2. Xiuming Yao & Ligang Wu & Wei Zheng & Changhong Wang, 2011. "Robust ℋ filtering of Markovian jump stochastic systems with uncertain transition probabilities," International Journal of Systems Science, Taylor & Francis Journals, vol. 42(7), pages 1219-1230.
    3. 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.
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