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Asynchronous control for two‐dimensional hidden Markovian jump systems with partly known mode observation conditional probabilities
Authors:Jin Zhu  Chaoxiang Li  Geir E Dullerud
Abstract:This study focuses on the asynchronous urn:x-wiley:rnc:media:rnc4934:rnc4934-math-0003 control problem for two‐dimensional discrete‐time hidden Markovian jump systems where the mode observation conditional probability matrix is partly known. Considering the original system modes are invisible, the observed modes emitted from an observer serve as an alternative for stability analysis and controller design where a mode observation conditional probability matrix is constructed to characterize the emission between system modes and observed modes. Specially, only partly known information of the mode observation conditional probability matrix is accessible. With the introduction of the free‐connection weighting matrices, the asymptotic mean square stability criterion is firstly derived based on Lyapunov method. This introduction provides a further degree of relaxation and less conservatism is therefore achieved. Secondly, we present synthesis conditions for asynchronous urn:x-wiley:rnc:media:rnc4934:rnc4934-math-0004 state feedback controller design given in terms of a set of interconnected linear matrix inequalities. Moreover, cluster concept based on the partitions of observed modes is adopted which helps to decrease the number of controllers and simplify the design complexity. A numerical example, regarding the cases with and without clustering of the observed modes, is presented to illustrate the effectiveness of the proposed method.
Keywords:two‐dimensional hidden Markovian jump systems  asynchronous  control  free‐connection weighting matrices  partly known mode observation conditional probability matrix
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