L2-L ∞Analysis and Control to Markov Jump Systems with Multiplicative Noise

摘要：

In this paper,the L2-L ∞control problem for a class of Markov jump systems with multiplicative noise was studied.A suf ficient condition for the stochastic nonlinear Markov jump system to be asymptotically mean-square stable with a L2-L ∞performance gainγis established in terms of Hamilton Jacabo inequalities (HJI).Based on the proposed suf ficient condition,a state feedback controller is designed such that the closed-loop system satis fies the prescribed L 2 -L ∞performance level.This paper also gives a suf ficient condition for a linear Markov jump system to be asymptotically mean-square stable with prescribed L 2 -L ∞performance by means of linear matrix inequalities (LMI).A method to design a state feedback controller is established.An example is given to illustrate the effectiveness of the proposed method.

作者: LIU Xiaona WU Ai-Guo DUAN Guang-Ren

作者单位: Harbin Institute of Technology Shenzhen Graduate School,Shenzhen 518055,P.R.China Harbin Institute of Technology Shenzhen Graduate School,Shenzhen 518055,P.R.China Center for Control

会议类型: 国际会议

会议名称: The 30th Chinese Control Conference(第三十届中国控制会议)

会议地点: 烟台

会议语种:英文

页码: 1-6

在线出版日期: 2011-07-01（万方平台首次上网日期，不代表论文的发表时间）