Minimax control of Markov jump linear systems. (27th May 2015)

• Record Type: Journal Article
• Authors: Geromel, José C.; Deaecto, Grace S.; Colaneri, Patrizio
• Other Names: Oliveira Tiago Roux guestEditor.; Fridman Leonid guestEditor.; Ortega Romeo guestEditor.
• Is Part Of: International journal of adaptive control and signal processing. Volume 30:Number 8/10(2016:Aug/Oct.)
• Page Start: 1152
• Page End: 1162
• Publication Date: 2015-05-27
• Subjects: Markov jump linear systems -- switched control -- game theory; Adaptive control systems -- Periodicals; Adaptive signal processing -- Periodicals; 629.836
• DOI: 10.1002/acs.2575
• Languages: English
• ISSNs: 0890-6327

Abstract

Summary: This paper introduces and focuses on a new control strategy for continuous‐time Markov jump linear systems denominated minimax control. It generalizes switching and linear parameter varying control strategies and is determined such as to preserve stochastic stability and guaranteed ℋ 2 performance. The special classes of Markov mode‐dependent and mode‐independent control are considered. The design methodology is characterized by minimax problems for which the existence of a saddle point is the central issue to be taken into account. As a natural application, Markov jump linear systems state feedback control design is discussed under this framework. A numerical example illustrates the theoretical results. Copyright © 2015 John Wiley & Sons, Ltd.