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Derandomisation-based multiple frequency control for stochastic Markov jump systems

Author

Listed:
  • Xiaoli Luan
  • Haiying Wan
  • Fei Liu

Abstract

Under the framework of derandomisation approach, the state feedback control issues for both continuous-time and discrete-time Markov jump linear systems (MJLSs) are investigated to meet multiple performance objectives over multiple frequency ranges. Because of the stochastic jumping among different modes, the generalised Kalman–Yakubovic–Popov lemma-based finite-frequency controller design approach cannot be directly applied to MJLSs. To overcome this limitation, a derandomisation approach is established by transforming the original stochastic multiple modes systems to deterministic ones. Then the multiple frequency controllers for both discrete-time and continuous-time MJLSs are designed to guarantee the multiple performances of the closed-loop systems. To verify the effectiveness of the developed algorithms, examples are presented, where the performance requirements include specifications in low-frequency and high-frequency ranges, respectively.

Suggested Citation

  • Xiaoli Luan & Haiying Wan & Fei Liu, 2019. "Derandomisation-based multiple frequency control for stochastic Markov jump systems," International Journal of Systems Science, Taylor & Francis Journals, vol. 50(1), pages 91-103, January.
    • Handle: RePEc:taf:tsysxx:v:50:y:2019:i:1:p:91-103
    DOI: 10.1080/00207721.2018.1543478
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