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Robust H2-control for discrete-time Markovian jump linear systems

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2 Author(s)
O. L. V. Costa ; Dept. of Electron. Eng., Sao Paulo Univ., Brazil ; R. P. Marques

This paper deals with the robust H2-control of discrete-time Markovian jump linear systems. Uncertainties satisfying some norm bounded conditions are considered on the parameters of the system. An upper bound for the H2-control problem is derived in terms of an LMI optimization problem. For the case in which there are no uncertainties, we show that the convex formulation is equivalent to the existence of the mean square stabilizing solution for the set of coupled algebraic Riccati equations arising on the quadratic optimal control problem of discrete-time Markovian jump linear systems. Therefore, for the case with no uncertainties, the convex formulation considered imposes no extra conditions than those in the usual dynamic programming approach

Published in:

American Control Conference, 1998. Proceedings of the 1998  (Volume:2 )

Date of Conference:

21-26 Jun 1998