H∞ control for Itô stochastic systems with markovian jump

Author

Gao Cun-chen ; Cong Xin-Wei

Author_Institution

Sch. of Math. Sci., Ocean Univ. of China, Qingdao, China

fYear

2011

fDate

22-24 July 2011

Firstpage

1338

Lastpage

1343

Abstract

In this paper, variable structure control for Itô stochastic systems with Markovian jump has been investigated. By means of linear matrix inequalities, the suitable sliding surfaces are given firstly. Then in order to guarantee that the sliding motions on the specified sliding surfaces are stochastically stable with some prescribed disturbance attenuation γ(>;0), two theorems are given by Lyapunov-Krasovskii functionals. Finally, a simulation is provided to show the effectiveness and practicability of the proposed method.

Keywords

H^∞ control; Lyapunov methods; Markov processes; linear matrix inequalities; stability; stochastic systems; variable structure systems; H_∞ control; Ito stochastic system; Lyapunov-Krasovskii functional; Markovian jump; disturbance attenuation; linear matrix inequalities; stochastic stability; variable structure control; Attenuation; Control systems; Indium tin oxide; Linear matrix inequalities; Stability analysis; Stochastic systems; Symmetric matrices; Disturbance attenuation; Itô stochastic systems; Linear matrix inequality; Markovian jump;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference (CCC), 2011 30th Chinese

Conference_Location

Yantai

ISSN

1934-1768

Print_ISBN

978-1-4577-0677-6

Electronic_ISBN

1934-1768

Type

conf

Filename

6000712