In this paper we consider systems which are linear in the continuous p
lant state and whose mode dynamics is described via random jumps model
led by a discrete-state Markov chain. By the use of decomposition and
coordination leading to a two level control system, the robustness in
the sense of robust stability and guaranteed cost control is ensured f
or the partly unknown large scale linear system with markovian jumps.
Decision makers on each level have different models of the system and
instantaneous information. Two different structures are proposed: dece
ntralized and centralized one. In the decentralized structure control
strategy combines the linear control law resulting from a solution of
the JLQ problem for local decision makers and the nonlinear one of the
coordinator who takes into account bounds imposed on the uncertainty
disturbing the overall system and interconnections between subsystems.
In the centralized structure decision maker of the upper level has on
ly nominal Linear model of the system neglecting uncertainties. A cent
ralized controller is found using the quadratic criterion for the syst
em and incorporates the information about its state. The role of the l
ocal decision maker is to ensure robust stability and guaranteed cost
in spite of uncertainties represented by deviation of parameters and d
isturbances.