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Anti-windup design of uncertain discrete-time Markovian jump systems with partially known transition probabilities and saturating actuator
Authors:Yunliang Wei  Wei Xing Zheng  Ze Li  Guangdeng Zong
Affiliation:1. School of Automation, Nanjing University of Science and Technology, Nanjing, Jiangsu, P. R. China;2. School of Computing, Engineering and Mathematics, University of Western Sydney, Penrith, NSW, Australia;3. College of Electronic and Information Engineering, Suzhou University of Science and Technology, Suzhou, Jiangsu, P. R. China;4. Institute of Automation, Qufu Normal University, Qufu, Shandong, P. R. China
Abstract:This paper carries out a study on the design of anti-windup gains for uncertain discrete-time Markovian jump systems subject to both actuator saturation and partially known transition probabilities. The parameter uncertainties appearing in both the state and input matrices are assumed to be time-varying and norm-bounded. Under the assumption that a set of linear dynamic output feedback controllers have been designed to stabilise the Markovian jump system in the absence of actuator saturation, anti-windup compensation gains are designed for maximising the domain of attraction of the closed-loop system with actuator saturation. Then, by solving a convex optimisation problem with constraints of a set of linear matrix inequalities, the anti-windup compensation gains are obtained. A simulation example is provided to illustrate the effectiveness of the proposed technique.
Keywords:anti-windup  discrete-time Markovian jump systems  norm-bounded uncertainties  partly known transition probabilities  saturating actuators  linear matrix inequality (LMI)
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