An LMI approach for H-2 dynamic output feedback control of discrete-time Markov systems with uncertain probabilities

Autor(es)

Morais, Cecilia F. ; Braga, Marcio F. ; Oliveira, Ricardo C. L. F. ; Peres, Pedro L. D. ; IEEE

• Tipo de documento: Artigo Científico
• Fonte: 2016 IEEE CONFERENCE ON COMPUTER AIDED CONTROL SYSTEM DESIGN (CACSD); v. N/A, p. 6-pg., 2016-01-01.

Resumo

This paper is concerned with the problem of H-2 dynamic output feedback control for discrete-time Markov jump linear systems (MJLS) whose transition probability matrix is affected by uncertainties. A two step procedure based on linear matrix inequality (LMI) conditions is used to solve the problem. In the first step, a stabilizing parameter-dependent state feedback gain is computed. The gain, not implementable, is used as an input in the second step, where sufficient LMI conditions provide an H-2 guaranteed cost dynamic output feedback controller for the MJLS. Reduced order and mode-independent controllers can be readily obtained from the conditions, due to the fact that the matrices of the controller realization are constructed only in terms of decision variables. As illustrated by an example, less conservative controllers with more accurate estimates of the H-2 norm bound can be obtained through the proposed methodology. Moreover, lower H-2 bounds can be guaranteed at the price of searching for a scalar parameter and increasing the degrees of the polynomial decision variables involved in the optimization process. (AU)

• Processo FAPESP: 14/22881-1 - Controle de sistemas chaveados, sujeitos a saltos markovianos e outras classes de sistemas híbridos usando LMIs
• Beneficiário: Cecília de Freitas Morais
• Modalidade de apoio: Bolsas no Brasil - Pós-Doutorado