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|Type:||Artigo de periódico|
|Title:||Continuous-time State-feedback H 2-control Of Markovian Jump Linear Systems Via Convex Analysis|
Do Val J.B.R.
|Abstract:||Continuous-time H 2-control problem for the class of linear systems with Markovian jumps (MJLS) using convex analysis is considered in this paper. The definition of the H 2-norm for continuous-time MJLS is presented and related to the appropriate observability and controllability Gramians. A convex programming formulation for the H 2-control problem of MJLS is developed. That enables us to tackle the optimization problem of MJLS under the assumption that the transition rate matrix Π = [π ij] for the Markov chain may not be exactly known, but belongs to an appropriate convex set. An equivalence between the convex formulation when Π is exactly known and the usual dynamic programming approach of quadratic optimal control of MJLS is established. It is shown that there exists a solution for the convex programming problem if and only if there exists the mean-square stabilizing solution for a set of coupled algebraic Riccati equations. These results are compared with other related works in the current literature. © 1999 Elsevier Science Ltd. All rights reserved.|
|Appears in Collections:||Unicamp - Artigos e Outros Documentos|
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