Finite‐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) , mode (computer interface) , markov process , jump , computer science , control (management) , mathematics , physics , artificial intelligence , statistics , quantum mechanics , operating system
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.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom