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(Referência obtida automaticamente do Web of Science, por meio da informação sobre o financiamento pela FAPESP e o número do processo correspondente, incluída na publicação pelos autores.)

H-2 control of discrete-time Markov jump linear systems with uncertain transition probability matrix: improved linear matrix inequality relaxations and multi-simplex modelling

Texto completo
Autor(es):
Morais, Cecilia F. [1] ; Braga, Marcio F. [1] ; Oliveira, Ricardo C. L. F. [1] ; Peres, Pedro L. D. [1]
Número total de Autores: 4
Afiliação do(s) autor(es):
[1] Univ Estadual Campinas, UNICAMP, Sch Elect & Comp Engn, BR-13083852 Campinas, SP - Brazil
Número total de Afiliações: 1
Tipo de documento: Artigo Científico
Fonte: IET Control Theory and Applications; v. 7, n. 12, p. 1665-1674, AUG 15 2013.
Citações Web of Science: 22
Resumo

This study is concerned with the problem of H-2 state-feedback control design for discrete-time Markov jump linear systems (MJLS), assuming that the transition probability matrix is not precisely known, but belongs to a polytopic domain, or contains unknown or bounded elements. As a first contribution, the uncertainties of the transition probability matrix are modelled in terms of the Cartesian product of simplexes, called multi-simplex. Thanks to this representation, the problem of robust mean square stability analysis with an H-2 norm bound can be solved through convergent linear matrix inequality (LMI) relaxations constructed in terms of polynomial solutions. The proposed conditions yield a better trade-off between precision and computational effort when compared with other methods. As a second contribution, new conditions in terms of LMIs with a scalar parameter lying in the interval (-1, 1) are proposed for H-2 state-feedback control with complete, partial or no observation of the Markov chain. Owing to the presence of the scalar parameter, less conservative results when compared with other conditions available in the literature can be obtained, at the price of increasing the associated computational effort. Numerical examples illustrate the advantages of the proposed methodology. (AU)

Processo FAPESP: 11/08312-6 - Discretização e Controle por Rede de Sistemas Politópicos com Taxa de Amostragem Incerta e Atraso
Beneficiário:Marcio Feliciano Braga
Modalidade de apoio: Bolsas no Brasil - Doutorado