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Finite‐time guaranteed cost control for Itô Stochastic Markovian jump systems with incomplete transition rates
Author(s) -
Yan Zhiguo,
Park Ju H.,
Zhang Weihai
Publication year - 2016
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/rnc.3558
Subject(s) - upper and lower bounds , jump , markov process , function (biology) , mode (computer interface) , control theory (sociology) , state (computer science) , mathematical optimization , control (management) , computer science , mathematics , algorithm , physics , statistics , quantum mechanics , artificial intelligence , mathematical analysis , evolutionary biology , biology , operating system
Summary This paper is concerned with the finite‐time guaranteed cost control problem for stochastic Markovian jump systems with incomplete transition rates. By a mode‐dependent approach (MDA), several new sufficient conditions for the existence of state and output feedback finite‐time guaranteed cost controllers are provided, and the upper bound of cost function is more accurately expressed. Moreover, these results' superiorities are analyzed and shown. A new N‐mode optimization algorithm is given to minimize the upper bound of cost function. Finally, a detailed example is utilized to demonstrate the merit of the proposed results. Copyright © 2016 John Wiley & Sons, Ltd.