Journal of Northeastern University ›› 0, Vol. ›› Issue (): 153-156.DOI: -

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Robust H2 control for uncertain Markov jump linear systems with partly known transition rates

Ye, Dan (1); Fan, Quan-Yong (1)   

  1. (1) School of Information Science and Engineering, Northeastern University, Shenyang 110819, China
  • Received:2013-06-19 Revised:2013-06-19
  • Contact: Ye, D.
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Abstract: The robust H2 control problem for a class of continuous-time Markov jump linear systems with polytopic-type parameter uncertainty was investigated. The considered transition probabilities includes completely known case, partly unknown with known lower and upper bounds case and completely unknown case. Firstly, based on the parameter-dependent Lyapunov function, new stability condition for this kind of uncertain Markov jump systems was derived. And then, the corresponding robust H2 controller design method was proposed in the framework of linear matrix inequalities. Finally, numerical examples were given to demonstrate the effectiveness of the proposed method.

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