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H control for discrete-time linear systems with Markovian jumping parameters

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2 Author(s)
Boukas, E.-K. ; Dept. de Genie Mecanique, Ecole Polytech. de Montreal, Que., Canada ; Peng Shi

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

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