{"title":"离散马尔可夫跳变不确定系统的保成本控制","authors":"E. Boukas, P. Shi","doi":"10.1109/ACC.1998.703504","DOIUrl":null,"url":null,"abstract":"We first study the problems of robust quadratic mean square stability and stabilization for a class of uncertain discrete-time linear systems with both Markovian jumping parameters and Frobenius norm-bounded parametric uncertainties. Necessary and sufficient conditions for the above problems are proposed, which are in terms of positive definite solutions of a set of coupled algebraic Riccati inequalities. Then, the problem of robust quadratic guaranteed cost control for the underlying systems is investigated. A guaranteed cost control is designed to ensure the cost function is within a certain bound, irrespective of all admissible uncertainties.","PeriodicalId":364267,"journal":{"name":"Proceedings of the 1998 American Control Conference. ACC (IEEE Cat. No.98CH36207)","volume":"2 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1998-06-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":"{\"title\":\"Guaranteed cost control of discrete-time Markovian jumping uncertain systems\",\"authors\":\"E. Boukas, P. Shi\",\"doi\":\"10.1109/ACC.1998.703504\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We first study the problems of robust quadratic mean square stability and stabilization for a class of uncertain discrete-time linear systems with both Markovian jumping parameters and Frobenius norm-bounded parametric uncertainties. Necessary and sufficient conditions for the above problems are proposed, which are in terms of positive definite solutions of a set of coupled algebraic Riccati inequalities. Then, the problem of robust quadratic guaranteed cost control for the underlying systems is investigated. A guaranteed cost control is designed to ensure the cost function is within a certain bound, irrespective of all admissible uncertainties.\",\"PeriodicalId\":364267,\"journal\":{\"name\":\"Proceedings of the 1998 American Control Conference. ACC (IEEE Cat. No.98CH36207)\",\"volume\":\"2 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1998-06-21\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"5\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of the 1998 American Control Conference. ACC (IEEE Cat. No.98CH36207)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ACC.1998.703504\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 1998 American Control Conference. ACC (IEEE Cat. No.98CH36207)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ACC.1998.703504","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Guaranteed cost control of discrete-time Markovian jumping uncertain systems
We first study the problems of robust quadratic mean square stability and stabilization for a class of uncertain discrete-time linear systems with both Markovian jumping parameters and Frobenius norm-bounded parametric uncertainties. Necessary and sufficient conditions for the above problems are proposed, which are in terms of positive definite solutions of a set of coupled algebraic Riccati inequalities. Then, the problem of robust quadratic guaranteed cost control for the underlying systems is investigated. A guaranteed cost control is designed to ensure the cost function is within a certain bound, irrespective of all admissible uncertainties.