随机马尔可夫跳跃系统的输出反馈镇定

Output Feedback Stabilization for Stochastic Markov Jump Systems

针对不确定随机马尔可夫跳跃系统,研究其静态输出反馈控制问题。目的在于寻找输出反馈控制器使得闭环系统均方稳定。通过Lyapunov函数方法以矩阵不等式形式建立了这类系统输出反馈可镇定的充分条件;采用替换LMI(linear matrix inequality)方法给出了这些非线性矩阵不等式的一种解法,并给出了静态反馈控制律的求解算法。仿真算例说明所给方法的有效性。

This paper investigates the problems of static output feedback control for uncertain stochastic Markov jump systems. This paper designs a static output feedback controller so that the closed-loop system is mean-square stable for all admissible uncertainties. Sufficient conditions are obtained to guarantee that the involved system has robust stabilization in terms of matrix inequalities. The substitutive LMI method is adopted to solve these matrix inequalities. A possible numerical algorithm is proposed to design the corresponding output feedback controller. A numerical example is given to illustrate the effectiveness of the given method.