A Separation Procedure Strategy for the H-infinity Dynamic Output Feedback Control of Hidden Markov Jump Systems

Author(s)

de Oliveira, A. M. ; Costa, O. L. V. ; IEEE

• Document type: Journal article
• Source: 2019 18TH EUROPEAN CONTROL CONFERENCE (ECC); v. N/A, p. 6-pg., 2019-01-01.

Abstract

In this paper, we study the synthesis of H-infinity dynamic output feedback controllers for Markov jump systems by assuming that the Markov chain cannot be directly obtained. Instead, only an observed variable is available to the controller, modeled as a hidden Markov chain. We derive design conditions in the bilinear matrix inequality formulation and, by showing a key property, we are able to present a convex and suboptimal formulation in terms of linear matrix inequalities for calculating the controller. A numerical example is presented for illustrating some properties of the method. (AU)

• FAPESP's process: 14/50279-4 - Brasil Research Centre for Gas Innovation
• Grantee: Julio Romano Meneghini
• Support Opportunities: Research Grants - Research Centers in Engineering Program
• FAPESP's process: 18/19388-2 - Control of linear systems with dynamics subject to Markovian variations and partial information on the Markov parameter
• Grantee: André Marcorin de Oliveira
• Support Opportunities: Scholarships in Brazil - Post-Doctoral
• FAPESP's process: 14/50851-0 - INCT 2014: National Institute of Science and Technology for Cooperative Autonomous Systems Applied in Security and Environment
• Grantee: Marco Henrique Terra
• Support Opportunities: Research Projects - Thematic Grants