Robust control on saturated Markov jump systems with missing information

In this paper, a robust H8 controller is designed for saturated Markov jump systems with uncertainties and time varying transition probabilities. The time-varying transition probability uncertainty is described as a polytope set. Stochastic stability is analyzed for the underlying systems by Lyapuno...

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Bibliographic Details
Main Authors: Shi, P., Yin, YanYan, Liu, F., Zhang, J.
Format: Journal Article
Published: Elsevier Inc 2014
Online Access:http://hdl.handle.net/20.500.11937/52063
Description
Summary:In this paper, a robust H8 controller is designed for saturated Markov jump systems with uncertainties and time varying transition probabilities. The time-varying transition probability uncertainty is described as a polytope set. Stochastic stability is analyzed for the underlying systems by Lyapunov function approach and a sufficient condition is derived to design controllers such that the resulting closed-loop system is stochastically stable and a prescribed H8 performance is also achieved. Furthermore, the attraction domain of this Markov jump system is estimated and evaluated. A simulation example is given to show the effectiveness of the developed techniques. © 2013 Elsevier Inc. All rights reserved.