Dynamic output feedback for discrete-time Markov jump linear systems

Author(s)

Alim Pedro de Castro Gonçalves

• Document type: Doctoral Thesis
• Press: Campinas, SP. , ilustrações.
• Institution: Universidade Estadual de Campinas (UNICAMP). Faculdade de Engenharia Elétrica e de Computação
• Defense date: 2009-06-24

Examining board members

José Cláudio Geromel; Karl Heinz Kienitz; Oswaldo Luiz do Valle Costa; Wagner Caradori do Amaral; João Bosco Ribeiro do Val

• Advisor: José Cláudio Geromel
• Field of knowledge: Engineering - Electrical Engineering
• Indexed in: Base Acervus-UNICAMP; Biblioteca Digital da UNICAMP
• Location: Universidade Estadual de Campinas. Biblioteca Central Cesar Lattes; T/UNICAMP; G589c

Abstract

This work addresses the H2 and H? output feedback design problem for discrete-time Markov jump linear systems. Initially, we study the filtering problem and propose different design techniques to deal with the Markov parameter, often called mode, availability and/or partly known transition probability. The main result is the characterization of all linear controllers such that the controlled output norm remains bounded by a given level, yielding the complete solution of the mode-dependent H2 and H? linear control design problem. All controllers are designed by solving linear matrix inequalities. The theory is illustrated by means of practical examples, consisting of control over data communication through a markovian channel and of statistical modelling of sensors/actuators failures (AU)