马尔可夫切换系统的鲁棒H_∞控制

Robust H_∞ Control for Markov Jump Linear Systems

针对不确定马尔可夫切换系统,研究其鲁棒H∞控制问题.设计无记忆状态反馈控制器,使得对所有容许的不确定性,闭环系统均方渐近稳定并满足给定的H∞性能指标.同时以线性矩阵不等式形式给出该问题可解的一个充分条件.仿真算例说明了该方法的有效性.

The problem of robust H∞ control for uncertain stochastic systems with Morkovian jump parameters is discussed. A memoryless state feedback controller is designed to make the closed-loop system asymptotically meansquare stable for all admissible uncertainties, and at the same time, a prescribed H∞ performance is required to be achieved. In terms of linear matrix inequalities, sufficient conditions for the solvability of this problem are proposed. The expressions of desired state feedback controllers are also given. Finally, a numerical example shows the effectiveness of the proposed method.