一类Markov跳变系统鲁棒方差控制

Robust Variance-Constrained Control for a Class of Markov Jumping System

针对一类结构参数不完全已知的离散时间不确定Markov跳变系统,研究其闭环系统状态稳态方差小于某一给定上界约束时的鲁棒控制器设计问题.运用线性矩阵不等式方法(LMI),对系统进行了方差分析,给出并证明了控制器存在的条件,进而用一组线性矩阵不等式的可行解给出了控制器的一个参数化表示.最后仿真结果表明了该方法的有效性.

The design problem of state feedback robust controller is concerned for a class uncertain Markov jump linear system whose mode is not available completely.The controller guarantees the closed-loop steady-state variance to be less than given upper bounds based on linear matrix inequality（LMI） method,system variance has been analyzed,and conditions of existence of such controllers are proposed and proved.A parameterized representation of a set of desired controllers is characterized in terms of the feasible solutions to the LMI system.Finally,the simulation results show the effectiveness of the method.