随机Markov跳变广义系统的H_∞控制

H_∞ Control for Singular Markovian Jump Stochastic Systems

考虑随机Markov跳变广义系统在有界转移概率下的H_∞控制问题.利用线性矩阵不等式,给出了Markov广义系统随机容许且具有H_∞性能指标的充分条件;进而设计γ-次优状态反馈H_∞控制器,使闭环系统随机容许且具有H_∞性能指标γ.

The problem of H∞ control is considered for singular Markovian jump stochastic systems with bounded transition probabilities. Firstly, a sufficient condition for singular Markovian jump systems being stochastically admissible with γ-disturbance attenuation is derived by using the linear matrix inequality technique. Furthermore, a method of designing state feedback H∞ controller is given. The controller guarantees the resultant closed-loop system to be stochastically admissible as well as satisfying a prescribed H∞ performance.