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Guaranteed Cost Control of a Markov Jump Linear Uncertain System Using a Time-Multiplied Cost Function

Author

Listed:
  • E.K. Boukas

    (École Polytechnique de Montréal)

  • Z.K. Liu

    (École Polytechnique de Montréal)

  • F. Al-Sunni

    (King Fahd University of Petroleum and Minerals)

Abstract

This paper addresses the guaranteed cost control problem of jump linear systems with norm-bounded uncertain parameters. A time-multiplied performance index is considered. The performance is calculated first and an LMI-based algorithm is developed to design a state feedback control law with constant gain matrices which robustly stabilizes the system in the mean-square quadratically stable sense.

Suggested Citation

  • E.K. Boukas & Z.K. Liu & F. Al-Sunni, 2003. "Guaranteed Cost Control of a Markov Jump Linear Uncertain System Using a Time-Multiplied Cost Function," Journal of Optimization Theory and Applications, Springer, vol. 116(1), pages 183-204, January.
    • Handle: RePEc:spr:joptap:v:116:y:2003:i:1:d:10.1023_a:1022170404978
    DOI: 10.1023/A:1022170404978
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    References listed on IDEAS

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    1. O. L. V. Costa & E. K. Boukas, 1998. "Necessary and Sufficient Condition for Robust Stability and Stabilizability of Continuous-Time Linear Systems with Markovian Jumps," Journal of Optimization Theory and Applications, Springer, vol. 99(2), pages 359-379, November.
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