Title :
H∞ control for continuous-time linear systems with infinite Markov jump parameters via semigroup
Author :
Fragoso, Marcelo D. ; Nascimento, Eulina C S ; Baczynski, Jack
Author_Institution :
LNC/CCNPq, Rio de Janeiro, Brazil
Abstract :
We examine the H∞ control problem for a class of continuous time linear systems subject to Markovian jumps in the parameters (LSMJP). We extend the results in De Souza and Fragoso (1993) in two directions: we give necessary and sufficient conditions for the existence of a feedback controller which stochastically stabilizes the LSMJP and ensures that a certain L2 induced norm be less than a prespecified value. In addition, we consider the case in which the state-space of the Markov chain takes value in a countably infinity set. The solution here is given in terms of a countably infinite set of coupled algebraic Riccati equations
Keywords :
H∞ control; Markov processes; Riccati equations; continuous time systems; feedback; group theory; linear systems; stability; H∞ control; L2 induced norm; Markov chain; continuous-time linear systems; coupled algebraic Riccati equations; feedback controller; infinite Markov jump parameters; necessary and sufficient conditions; semigroup; stochastic stability; Control systems; Fault tolerant systems; Feedback; H infinity control; Lifting equipment; Linear systems; Riccati equations; State-space methods; Stochastic processes; Sufficient conditions;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.912011
