We investigate the problem of H∞ control for a class of linear discrete-time systems with Markovian jumping parameters. The jumping parameters considered here are discrete-time Markov processes. Our attention is focused on the design of a linear state feedback controller such that both stochastic stability and a prescribed H∞ performance are required to be achieved. Furthermore, the robust H∞ control problem for Markovian jumping systems with parameter uncertainties are also studied. Some sufficient conditions are proposed to solve the above problems, which are in terms of a set of solutions of coupled algebraic Riccati equations
Published in:
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
(Volume:4
)
Date of Conference: 10-12 Dec 1997