Journal Article

Robust <i>H</i><sub>∞</sub> control for Markovian jump nonlinear systems


in IMA Journal of Mathematical Control and Information

Published on behalf of Institute of Mathematics and its Applications

Volume 17, issue 3, pages 295-308
Published in print September 2000 | ISSN: 0265-0754
Published online September 2000 | e-ISSN: 1471-6887 | DOI:
Robust H∞ control for Markovian jump nonlinear systems

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This paper deals with the robust H control problem of uncertain nonlinear stochastic systems with Markovian jump parameters. We assume that the uncertainties are structured such that suitable bounding functions can be found. A robust controller is then designed that will guarantee disturbance attenuation and asymptotic stability for all admissible uncertainties and L2-bounded disturbances. The solution to the problem is characterized in terms of a set of smooth-positive semidefinite functions satisfying certain Hamilton-Jacobi-Isaac (HJI) inequalities with some appropriate scaling functions. Both the case of matched and unmatched uncertainties are considered.

Keywords: nonlinear system; Markov jump process; dissipative system; disturbance attenuation; matching conditions

Journal Article.  0 words. 

Subjects: Mathematics

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