Title :
On Necessary and Sufficient Conditions for H∞ Output Feedback Control of Markov Jump Linear Systems
Author :
Li, Li ; Ugrinovskii, Valery A.
Author_Institution :
Melbourne Univ., Melbourne
fDate :
7/1/2007 12:00:00 AM
Abstract :
This note addresses the output feedback Hinfin control problem for continuous-time Markov jump linear systems. It is shown that the feasibility of a certain set of linear matrix inequalities is both sufficient and necessary for the existence of a solution. Under standard assumptions, we also give a Riccati-type sufficient and necessary condition for an Hinfin-suboptimal controller to exist.
Keywords :
Hinfin control; Markov processes; continuous time systems; feedback; linear matrix inequalities; linear systems; Hinfin output feedback control; Markov jump linear systems; continuous-time linear systems; linear matrix inequalities; optimal controller; Australia; Control systems; Linear feedback control systems; Linear matrix inequalities; Linear systems; Mathematical model; Output feedback; Power system dynamics; Riccati equations; Sufficient conditions; $H_{infty}$ control; Markov jump systems; linear matrix inequalities; output feedback;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2007.900832