Title :
Guaranteed cost control for discrete-time Markovian jump linear system with mode-dependent time-delays
Author :
Boukas, E.K. ; Liu, Z.K.
Author_Institution :
Dept. of Mech. Eng., Ecole Polytech. de Montreal, Que., Canada
Abstract :
This paper addresses the guaranteed cost control problem for the class of discrete time Markovian jump linear systems with uncertain parameters and time-delays, which are assumed to be dependent on the system mode. Sufficient and necessary conditions for the system to be mean square quadratic stable (MSQS) is obtained. An LMI-based method to design a memory less state feedback controller which stabilizes the system in the MSQS sense and guarantees a certain cost bound is developed.
Keywords :
Markov processes; control system synthesis; cost optimal control; delay systems; discrete time systems; linear matrix inequalities; linear systems; robust control; state feedback; LMI; cost bound; cost control problem; discrete time Markovian jump linear system; linear matrix inequality; mean square quadratic stable system; memory less state feedback controller design; mode dependent time delays; necessary conditions; sufficient conditions; uncertain parameters; Control systems; Costs; Design methodology; Linear matrix inequalities; Linear systems; Performance analysis; Robust control; State feedback; Uncertain systems; Uncertainty;
Conference_Titel :
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
Print_ISBN :
0-7803-7516-5
DOI :
10.1109/CDC.2002.1184955
