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Robust control of continuous-time Markov jump linear systems
Authors:Jiuxiang Dong  Guang-Hong Yang  
Affiliation:

aCollege of Information Science and Engineering, Northeastern University, Shenyang, 110004, PR China

bKey Laboratory of Integrated Automation of Process Industry (Ministry of Education), Northeastern University, Shenyang, 110004, PR China

Abstract:This paper is concerned with the problem of designing robust H2 state-feedback controllers for continuous-time Markov jump linear systems subject to polytopic-type parameter uncertainty. Based on the parameter-dependent Lyapunov function approach, a new method for designing robust H2 controllers is presented in terms of solutions to a set of linear matrix inequalities. A numerical example is given to illustrate the effectiveness of the proposed design method.
Keywords:Linear systems   Markov parameters   Parameter uncertainty   Robust control   Linear matrix inequalities (LMIs)   Parameter-dependent Lyapunov function
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