Output feedback control of Markov jump linear systems in continuous-time

Author

De Farias, D.P. ; Geromel, J.C. ; Val, J. B R do ; Costa, O.L.V.

Author_Institution

Sch. of Electr. & Comput. Eng., UNICAMP, Brazil

Volume

45

Issue

5

fYear

2000

fDate

5/1/2000 12:00:00 AM

Firstpage

944

Lastpage

949

Abstract

This paper addresses the dynamic output feedback control problem of continuous-time Markovian jump linear systems. The fundamental point in the analysis is an LMI characterization, comprising all dynamical compensators that stabilize the closed-loop system in the mean square sense. The H₂ and H_∞-norm control problems are studied, and the H₂ and H_∞ filtering problems are solved as a by product

Keywords

H^∞ control; Markov processes; closed loop systems; feedback; filtering theory; linear systems; robust control; stochastic systems; H_∞ filtering; H_∞-norm control; H₂ filtering; H₂-norm control; LMI characterization; closed-loop system stabilization; continuous-time Markovian jump linear systems; dynamic output feedback control problem; dynamical compensators; mean square sense; output feedback control; Control systems; Filtering; Linear feedback control systems; Linear matrix inequalities; Linear systems; Nonlinear filters; Optimal control; Output feedback; Riccati equations; State feedback;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.855557

Filename

855557