STATIC OUTPUT-FEEDBACK STABILIZATION OF MARKOVIAN JUMP SYSTEMS WITH UNCERTAIN PROBABILITY RATES

Q4 Mathematics

Annals of the Academy of Romanian Scientists: Series on Mathematics and its Applications Pub Date : 2020-01-01 DOI:10.56082/annalsarscimath.2020.1-2.564

M. A. Rami

引用次数: 0

Abstract

This paper provides a treatment for the mode-dependent static output-feedback control problem of linear systems subject to random Markovian jumps in its parameters. For this kind of systems, we consider the mean-square stability and we develop a numerical method to find static output-feedback stabilizing control. We show how one can handle the uncertainties that can affect the transition probability matrix. The robust static output-feedback stabilization problem (against unkown or uncertain probability rates) is formulated in terms of the minimization of a scalar product of definite positive matrices under convex constraint (LMIs). Such problem can be solved via a cone complementarity algorithm.

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不确定概率马尔可夫跳跃系统的静态输出反馈镇定

本文给出了参数具有随机马尔可夫跳变的线性系统的模相关静态输出反馈控制问题的处理方法。对于这类系统，我们考虑了均方稳定性，并提出了一种求静态输出反馈镇定控制的数值方法。我们展示了如何处理可能影响转移概率矩阵的不确定性。鲁棒静态输出反馈镇定问题(针对未知或不确定的概率率)是用凸约束下定正矩阵的标量积的最小化来表述的。这种问题可以通过锥互补算法来解决。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Annals of the Academy of Romanian Scientists: Series on Mathematics and its Applications Mathematics-Mathematics (all)

CiteScore

0.60

自引率

0.00%

发文量

审稿时长

25 weeks

期刊介绍： The journal Mathematics and Its Applications is part of the Annals of the Academy of Romanian Scientists (ARS), in which several series are published. Although the Academy is almost one century old, due to the historical conditions after WW2 in Eastern Europe, it is just starting with 2006 that the Annals are published. The Editor-in-Chief of the Annals is the President of ARS, Prof. Dr. V. Candea and Academician A.E. Sandulescu (†) is his deputy for this domain. Mathematics and Its Applications invites publication of contributed papers, short notes, survey articles and reviews, with a novel and correct content, in any area of mathematics and its applications. Short notes are published with priority on the recommendation of one of the members of the Editorial Board and should be 3-6 pages long. They may not include proofs, but supplementary materials supporting all the statements are required and will be archivated. The authors are encouraged to publish the extended version of the short note, elsewhere. All received articles will be submitted to a blind peer review process. Mathematics and Its Applications has an Open Access policy: all content is freely available without charge to the user or his/her institution. Users are allowed to read, download, copy, distribute, print, search, or link to the full texts of the articles in this journal without asking prior permission from the publisher or the author. No submission or processing fees are required. Targeted topics include : Ordinary and partial differential equations Optimization, optimal control and design Numerical Analysis and scientific computing Algebraic, topological and differential structures Probability and statistics Algebraic and differential geometry Mathematical modelling in mechanics and engineering sciences Mathematical economy and game theory Mathematical physics and applications.