Output feedback control of Markov jump linear systems in continuous-time

Authors
de Farias, DP Geromel, JC do Val, JBR Costa, OLV
Citation
Dp. De Farias et al., Output feedback control of Markov jump linear systems in continuous-time, IEEE AUTO C, 45(5), 2000, pp. 944-949
Citations number
16
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN journal
00189286 → ACNP
Volume
45
Issue
5
Year of publication
2000
Pages
944 - 949
Database
ISI
SICI code
0018-9286(200005)45:5<944:OFCOMJ>2.0.ZU;2-I
Abstract
This paper addresses the dynamic output feedback control problem of continu ous-time Markovian jump linear systems. The fundamental point in the analys is is an LMI characterization, comprising all dynamical compensators that s tabilize the closed-loop system in the mean square sense. The H-2 and H-inf inity-norm control problems are studied, and the H-2 and H-infinity filteri ng problems are solved as a by product.