- Research Article
5
- 10.1093/imamci/17.2.179
Stability analysis and controller design for a class of uncertain systems with Markovian jumping parameters
- Jun 01, 2000
- IMA Journal of Mathematical Control and Information
- P Shi + 1 more +1
This paper investigates the problem of robust control for a class of systems with both Markovian jumping parameters and parametric uncertainty. The jumping parameters considered here form a continuous-time discrete-state homogeneous Markov process, and the parameter uncertainty appearing in the state equation is real, time-dependent, and normbounded. A method is proposed for the design of robust state-feedback controllers. Both the cases of finite and infinite horizon are addressed. We show that the problem of robust control for linear systems with Markovian jumping parameters can be solved in terms of the solutions to a set of either coupled Riccati differential equations, or algebraic Riccati equations.
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