State-feedback control of Markov jump linear systems with hidden-Markov mode observation

DOI10.1016/J.AUTOMATICA.2017.11.022zbMATH Open1387.93172arXiv1508.00232OpenAlexW2461737409MaRDI QIDQ1640232FDOQ1640232

Ahmet Cetinkaya, Victor M. Preciado, Masaki Ogura, Tomohisa Hayakawa

Publication date: 14 June 2018

Published in: Automatica (Search for Journal in Brave)

Abstract: In this paper, we study state-feedback control of Markov jump linear systems with partial information. In particular, we assume that the controller can only access the mode signals according to a hidden-Markov observation process. Our formulation generalizes various relevant cases previously studied in the literature on Markov jump linear systems, such as the cases with perfect information, no information, and cluster observations of the mode signals. In this context, we propose a Linear Matrix Inequalities (LMI) formulation to design feedback control laws for (stochastic) stabilization, $H_2$, and $H_{i}nfty$ control of discrete-time Markov jump linear systems under hidden-Markovian observations of the mode signals. We conclude by illustrating our results with some numerical examples.

Full work available at URL: https://arxiv.org/abs/1508.00232

zbMATH Keywords

Markov chainsstabilization\(H_\infty\) controlstate-feedback control\(H_2\) control

Mathematics Subject Classification ID

Markov processes (60J99) (H^infty)-control (93B36) Feedback control (93B52) Linear systems in control theory (93C05) Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15)

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Cited In (23)

• Synchronization for Markovian coupled neural networks with partial mode observation: the finite-time case
• Rigid cylindrical frameworks with two coincident points
• Asynchronous fault-tolerant control for stochastic jumping singularly perturbed systems: an \(H_\infty\) sliding mode control scheme
• Equivalent description and stability analysis for discrete-time systems with uniformly distributed uncertainty
• Mode feedback control strategy for continuous‐time Markovian jump linear systems with controllable mode transition rate matrix
• Quantized feedback stabilization of continuous-time Markov jump systems under asynchronous control
• State and mode feedback control strategy for discrete‐time Markovian jump linear systems with time‐varying controllable mode transition probability matrix
• Robust \(H_\infty\) indefinite guaranteed cost dynamic output feedback control of singular semi-Markov jump systems
• Title not available (Why is that?)
• Resilient dynamic output feedback control for bipartite consensus of multiagent systems with Markov switching topologies
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• \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching
• HMM-based adaptive attack-resilient control for Markov jump system and application to an aircraft model
• An event-triggered asynchronous \(H_ \infty\) filtering for singular Markov jump systems with redundant channels
• Dynamic event-triggered asynchronous fault detection for Markov jump systems with partially accessible hidden information and subject to aperiodic DoS attacks
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• Hidden Markov model based non-fragile sampled-data control design for mode-dependent fuzzy systems with actuator faults
• Stability and \(H_\infty\) performance of human-in-the-loop control systems through hidden semi-Markov human behavior modeling

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