Open AccessFinite‐time H 2 / H ∞ control for linear Itô stochastic Markovian jump systems: mode‐dependent approach
Author(s) -
Yan Zhiguo,
Song Yunxia,
Park Ju H.
Publication year - 2020
Publication title -
iet control theory and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.059
H-Index - 108
eISSN - 1751-8652
pISSN - 1751-8644
DOI - 10.1049/iet-cta.2020.0515
Subject(s) - control theory (sociology) , observer (physics) , mode (computer interface) , controller (irrigation) , state observer , markov process , jump , state (computer science) , linear system , mathematics , computer science , control (management) , algorithm , nonlinear system , physics , mathematical analysis , statistics , quantum mechanics , artificial intelligence , operating system , agronomy , biology
This study focuses on the finite‐time (FT) H 2 / H ∞ control problem for linear Itô‐type stochastic Markovian jump systems (SMJS). According to the characteristics of SMJS, a mode‐dependent approach (MDA) is provided. Through MDA, state feedback and observer‐based FT H 2 / H ∞ controllers are designed. Compared with the mode‐independent approach, the advantages of MDA are clearly shown. In the sequel, two new optimisation algorithms for deriving the optimal FT H 2 / H ∞ controller are proposed. Finally, a numerical example is utilised to show the merits of the obtained results.