IEEE Transactions on Automatic Control, Vol.44, No.11, 2139-2144, 1999
Control of Markovian jump discrete-time systems with norm bounded uncertainty and unknown delay
This paper studies the problem of control for discrete time delay linear systems with Markovian jump parameters. The system under consideration is subjected to both time-varying norm-bounded parameter uncertainty and unknown time delay in the state, and Markovian jump parameters in all system matrices. We address the problem of robust state feedback control in which both robust stochastic stability and a prescribed H-infinity performance are required to he achieved irrespective of the uncertainty and time delay. it is shown that the above problem can be solved if a set of coupled linear matrix inequalities has a solution.
Keywords:H-INFINITY-CONTROL;RICCATI EQUATION APPROACH;GUARANTEED COSTCONTROL;LINEAR-SYSTEMS;PARAMETRIC UNCERTAINTY;STABILIZATION;STABILITY;MAINTENANCE;ALGORITHM