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H-2, and H-infinity dynamic output feedback control of continuous-time Markov systems with uncertain rates using LMIs

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Author(s):
Morais, Cecilia F. ; Braga, Marcio F. ; Oliveira, Ricardo C. L. F. ; Peres, Pedro L. D.
Total Authors: 4
Document type: Journal article
Source: IFAC PAPERSONLINE; v. 50, n. 1, p. 6-pg., 2017-01-01.
Abstract

The aim of this paper is to investigate the problems of H-infinity and H-2 dynamic output feedback control for continuous-time Markov jump linear systems (MJLS) subject to uncertain transition rates. Synthesis conditions are proposed in terms of parameter-dependent matrix inequalities with a scalar parameter and polynomial variables. The conditions become linear for fixed values of the scalar parameter, which provides an extra degree of freedom to search for feasible solutions and less conservative H-infinity and H-2 bounds. Differently from the existing approaches, the proposed method provides full order mode-dependent controllers constructed in terms of the state space matrices of the operation modes and partitions of the slack variables introduced in the design conditions. Therefore, the resulting controller does not depend explicitly on the Lyapunov matrix, being robust with respect to the uncertain transition rates. Moreover, the closed-loop MJLS stability and the bounds to the H-infinity or H-2 norm are certified by means of polynomially parameter-dependent Lyapunov matrices. Numerical examples illustrate the applicability and the advantages of the proposed technique when compared with other approaches from the literature. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved. (AU)

FAPESP's process: 14/22881-1 - Control of switched systems, Markov jump linear systems and other classes of hybrid systems through LMIs
Grantee:Cecília de Freitas Morais
Support Opportunities: Scholarships in Brazil - Post-Doctoral