Robust H <sub>2</sub>-control for discrete-time Markovian jump linear systems (Q4485340)
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scientific article; zbMATH DE number 1457838
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| English | Robust H <sub>2</sub>-control for discrete-time Markovian jump linear systems |
scientific article; zbMATH DE number 1457838 |
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Robust H <sub>2</sub>-control for discrete-time Markovian jump linear systems (English)
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12 June 2000
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\(H_2\)-control
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discrete time Markov jump linear system
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convex programming
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linear matrix inequality
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mean square stabilizing controller
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coupled algebraic Riccati equations
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0.914909839630127
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0.9041282534599304
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0.8949156999588013
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0.8937643766403198
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0.884480357170105
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An \(H_2\)-control problem for a discrete time Markov jump linear system (MJLS) with uncertainties in the transition probabilities of the Markov chain as well as in the matrices of the system is considered using a convex programming approach. A linear matrix inequality optimization problem is proposed which provides a mean square stabilizing controller for the closed-loop MJLS. It is proved that in case of no uncertainties, the existence of a solution for the linear matrix inequality optimization problem is equivalent to the existence of the mean square stabilizing solution for the associated coupled algebraic Riccati equations. A numerical example and comparisons illustrating the results are presented.
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