Guaranteed Cost Control of a Markov Jump Linear Uncertain System Using a Time-Multiplied Cost Function1

  • Boukas, E. K.
  • Liu, Z. K.
  • Al-Sunni, F.

  • 2Professor, GERAD and Mechanical Engineering Department, École Polytechnique de Montréal, Montréal, Québec, Canada

    3Postdoctoral Fellow, Mechanical Engineering Department, École Polytechnique de Montréal, Montréal, Québec, Canada

    4Professor, System Engineering Department, King Fahd University of Petroleum and Minerals, Dhahran, Saudi Arabia

Journal of Optimization Theory and Applications 116(1):p 183-204, January 2003.

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.

Copyright ©2003 Kluwer Academic Publishers