标题：Stochastic H2/H∞control of discrete-time periodic Markov jump systems with detectability
作者：Hou, Ting ;Ma, Hongji
作者机构：[Hou, Ting ;Ma, Hongji ] College of Mathematics and Systems Science, State Key Laboratory of Mining Disaster Prevention and Control, Co-founded by Sha 更多
会议名称：54th Annual Conference of the Society of Instrument and Control Engineers of Japan, SICE 2015
会议日期：July 28, 2015 - July 30, 2015
来源：2015 54th Annual Conference of the Society of Instrument and Control Engineers of Japan, SICE 2015
摘要：This paper studies an infinite horizon H2/H∞optimal control problem for discrete-time periodic Markov jump systems involving (x, u, v)-dependent noise. The system coefficients and transition probability of Markov jump parameter are all set to be periodically time-varying. By means of the detectability and its spectral criterion, a Lyapunov equation based stability theorem is firstly developed for the asymptotic mean square stability of considered systems. Then, a game theoretic approach is employed to derive a necessary and sufficient condition for the existence of state-feedback optimal H2/H∞controller, whose feedback gains can be constructed in terms of the solution to a group of coupled periodic difference equations. Finally, a numerical example is presented to illustrate our proposed theoretical results.
© 2015 The Society of Instrument and Control Engineers-SICE.