摘要
This paper deals with the robust guaranteed cost observer with guaranteed cost performance for a class of linear uncertain jump systems with state delay.The transition of the jumping parameters in systems is governed by a finite-state Markov process.Based on the stability theory in stochastic differential equations,a sufficient condition on the existence of the proposed robust guaranteed cost observer is derived.Robust guaranteed cost observers are designed in terms of a set of linear coupled matrix inequalities.A convex optimization problem with LMI constraints is formulated to design the suboptimal guaranteed cost observers.
This paper deals with the robust guaranteed cost observer with guaranteed cost performance for a class of linear uncertain jump systems with state delay. The transition of the jumping parameters in systems is governed by a finite-state Markov process. Based on the stability theory in stochastic differential equations, a sufficient condition on the existence of the proposed robust guaranteed cost observer is derived. Robust guaranteed cost observers are designed in terms of a set of linear coupled matrix inequalities. A convex optimization problem with LMI constraints is formulated to design the suboptimal guaranteed cost observers.
基金
Sponsored by the Scientific Research Foundation of Harbin Institute of Technology (Grant No.HIT.2003.02)
the Chinese Outstanding Youth Science Foundation(Grant No. 69504002)
关键词
随机系统
马尔科夫跳跃参数
线性矩阵不等式
控制系统
stochastic systems
Markov jumping parameters
robust guaranteed cost observer
linear matrix inequalities
time-delay systems
