Static Output-Feedback ℋα Control of a Class of Stochastic Hybrid Systems with Wiener Process

This paper deals with static output feedback H
_α
control of continuous time active fault tolerant control systems with Markovian parameters (AFTCSMP) and state-dependent noise. It adopts a new framework, based on the synthesis of ellipsoidal sets of controllers. It is also shown that the obtained results can easily be applied to the problematic of mode-independent static output feedback H
_alpha
control of another class of stochastic hybrid systems known as Markovian jump linear systems. Results are formulated as matrix inequalities one of which is nonlinear. A numerical algorithm based on nonconvex optimization is provided and its running is illustrated on classical examples from literature.