Robust LQ regulator for jump linear systems with uncertain parameters
The authors consider the problem of robust stabilizability of a class of linear systems with Markovian jumping parameter and unknown but bounded uncertainties described by \[ \dot x(t)= [A(r(t))+\Delta A(r(t), a,t)]x(t)+ [B(r(t))+\Delta B(r(t), a,t)]u(t),\tag{1} \] where \(x\in\mathbb{R}^n\), and \(u\in\mathbb{R}^r\) are state and control vectors, respectively; \(A(r(t)),\Delta A(r(t), a,t)\), \(B(r(t))\) and \(\Delta B(r(t), a,t)\) are matrices of appropriate dimensions; \(r(t)\) represents a homogeneous continuous-time discrete-state Markov process taking values in a finite set \({\mathcal B}= \{1,2,..., s\}\). For each \(r(t)\in{\mathcal B}\), \(\Delta A(r(t),a,t)\) and \(\Delta B(r(t), a,t)\) represent the system's uncertainties. The vector parameter \(a\) lies within a prespecified bounded and connected set \({\mathfrak C}\in R^{qa}\). The authors establish a condition that the uncertainties should satisfy in order that the closed-loop of the uncertain system with a feedback control law obtained from the LQ control problem using the nominal model remains stable. They do the same analysis when the uncertainties are of structured type.
- Design of robust controller for linear systems with Markovian jumping parameters
- Robust stabilization of jump linear systems subject to structured uncertainties in the state and input matrices
- On stabilization of uncertain linear systems with jump parameters
- A note on the robust control of Markov jump linear uncertain systems
- On the robustness of jump linear quadratic control
- Robust stabilization of jump linear systems subject to structured uncertainties in the state and input matrices
- Robust stabilizability based on SLQ optimal control for systems with Markovian jumping parameters
- Robust control for jump systems with L₂ gain constraints
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