Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/88385
Type: Artigo de periódico
Title: H2 Control Of Discrete-time Markov Jump Linear Systems With Uncertain Transition Probability Matrix: Improved Linear Matrix Inequality Relaxations And Multi-simplex Modelling
Author: Morais C.F.
Braga M.F.
Oliveira R.C.L.F.
Peres P.L.D.
Abstract: This study is concerned with the problem of H2 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 H2 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 H2 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. © The Institution of Engineering and Technology 2013.
Editor: 
Rights: fechado
Identifier DOI: 10.1049/iet-cta.2012.1015
Address: http://www.scopus.com/inward/record.url?eid=2-s2.0-84883856160&partnerID=40&md5=9d24dcf27300f8a6492162b0db6eab5b
Date Issue: 2013
Appears in Collections:Unicamp - Artigos e Outros Documentos

Files in This Item:
File Description SizeFormat 
2-s2.0-84883856160.pdf349.87 kBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.