Static anti-windup design for nonlinear Markovian jump systems with multiple disturbances (Q780926)

This paper is concerned with the control of a class of nonlinear Markovian jump systems (MJSs) with two types of disturbances and control input saturation. The disturbances admitted are one represented by an exogenous system and the other norm bounded. First leaving aside saturation and working with an improved version of the output-based disturbance observer, the authors design a composite hierarchical anti-disturbance control (CHADC) combining disturbance-observer-based control with an \(H_\infty\) control method, which can stabilize the MJSs by attenuating and rejecting disturbances, respectively. As in in most practical cases saturation does in fact occur, which diminishes performance of the system and may even lead to its instability, the authors next turn to the inclusion of possible saturation and counteracting its negative effects. In various settings the so called anti-windup compensation method has been successful, see [\textit{G. Grimm} et al., Int. J. Robust Nonlinear Control 14, No. 13--14, 1133--1168 (2004; Zbl 1056.93024); \textit{E. F. Mulder} et al., Automatica 45, No. 3, 805--811 (2009; Zbl 1168.93344); \textit{Y. Wei} et al., Int. J. Robust Nonlinear Control 26, No. 11, 2418--2435 (2016; Zbl 1346.93228)], also the book by \textit{S. Tarbouriech} (ed.) et al. [Advanced strategies in control systems with input and output constraints. Berlin: Springer (2007; Zbl 1103.93011)]. For their model the authors introduce a new way of constructing the anti-windup compensator by considering the saturation effects as a disturbance-like signal and minimizing the negative effects of the saturation on the controlled output by means of an \(H_\infty\) control scheme. It is shown how with CHADC, anti-windup compensation, and a stochastic Lyapunov-Krasovskii functional, the expected disturbance observer gains, output-feedback controller gains, and anti-windup compensator gains can be computed. An explicit numerical example is provided.