H2 Control Of Discrete-time Markov Jump Linear Systems With Uncertain Transition Probability Matrix: Improved Linear Matrix Inequality Relaxations And Multi-simplex Modelling

dc.creatorMorais C.F.
dc.creatorBraga M.F.
dc.creatorOliveira R.C.L.F.
dc.creatorPeres P.L.D.
dc.date2013
dc.date2015-06-25T19:09:51Z
dc.date2015-11-26T14:56:51Z
dc.date2015-06-25T19:09:51Z
dc.date2015-11-26T14:56:51Z
dc.date.accessioned2018-03-28T22:08:47Z
dc.date.available2018-03-28T22:08:47Z
dc.identifier
dc.identifierIet Control Theory And Applications. , v. 7, n. 12, p. 1665 - 1674, 2013.
dc.identifier17518644
dc.identifier10.1049/iet-cta.2012.1015
dc.identifierhttp://www.scopus.com/inward/record.url?eid=2-s2.0-84883856160&partnerID=40&md5=9d24dcf27300f8a6492162b0db6eab5b
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/88385
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/88385
dc.identifier2-s2.0-84883856160
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1255543
dc.descriptionThis study is concerned with the problem of H2 state-feedback control design for discrete-time Markov jump linear systems (MJLS), assuming that the transition probability matrix is not precisely known, but belongs to a polytopic domain, or contains unknown or bounded elements. As a first contribution, the uncertainties of the transition probability matrix are modelled in terms of the Cartesian product of simplexes, called multi-simplex. Thanks to this representation, the problem of robust mean square stability analysis with an H2 norm bound can be solved through convergent linear matrix inequality (LMI) relaxations constructed in terms of polynomial solutions. The proposed conditions yield a better trade-off between precision and computational effort when compared with other methods. As a second contribution, new conditions in terms of LMIs with a scalar parameter lying in the interval (-1, 1) are proposed for H2 state-feedback control with complete, partial or no observation of the Markov chain. Owing to the presence of the scalar parameter, less conservative results when compared with other conditions available in the literature can be obtained, at the price of increasing the associated computational effort. Numerical examples illustrate the advantages of the proposed methodology. © The Institution of Engineering and Technology 2013.
dc.description7
dc.description12
dc.description1665
dc.description1674
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dc.languageen
dc.publisher
dc.relationIET Control Theory and Applications
dc.rightsfechado
dc.sourceScopus
dc.titleH2 Control Of Discrete-time Markov Jump Linear Systems With Uncertain Transition Probability Matrix: Improved Linear Matrix Inequality Relaxations And Multi-simplex Modelling
dc.typeArtículos de revistas


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