H2/H∞ Control Design of Detectable Periodic Markov Jump Systems
An infinite horizon H2/H∞ control problem is addressed for discrete-time periodic Markov jump systems with (x,u,v)-dependent noise. Above all, by use of the spectral criterion of detectability, an extended Lyapunov stability theorem is developed for the concerned dynamics. Further, based on a game t...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2015-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2015/382756 |
| Summary: | An infinite horizon H2/H∞ control problem is addressed for discrete-time periodic Markov jump systems with (x,u,v)-dependent noise. Above all, by use of the spectral criterion of detectability, an extended Lyapunov stability theorem is developed for the concerned dynamics. Further, based on a game theoretic approach, a state-feedback H2/H∞ control design is proposed. It is shown that under the condition of detectability H2/H∞ feedback gain can be constructed through the solution of a group of coupled periodic difference equations. |
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| ISSN: | 1024-123X 1563-5147 |