Robust H 2-control for discrete-time Markovian jump linear systems

DOI10.1080/002071700219894zbMath1026.93055OpenAlexW2124185885MaRDI QIDQ4485340

R. P. Marques, Oswaldo L. V. Costa

Publication date: 12 June 2000

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/002071700219894

zbMATH Keywords

linear matrix inequality\(H_2\)-controlconvex programmingcoupled algebraic Riccati equationsdiscrete time Markov jump linear systemmean square stabilizing controller

Mathematics Subject Classification ID

Linear inequalities of matrices (15A39) Discrete-time control/observation systems (93C55) Adaptive or robust stabilization (93D21) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

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