Minimax control of Markov jump linear systems

作者：Geromel Jose C^*; Deaecto Grace S; Colaneri Patrizio

来源：International Journal of Adaptive Control and Signal Processing, 2016, 30(8-10): 1152-1162.

DOI：10.1002/acs.2575

• Markov jump linear systems
• switched control
• game theory

This paper introduces and focuses on a new control strategy for continuous-time Markov jump linear systems denominated minimax control. It generalizes switching and linear parameter varying control strategies and is determined such as to preserve stochastic stability and guaranteed H-2 performance. The special classes of Markov mode-dependent and mode-independent control are considered. The design methodology is characterized by minimax problems for which the existence of a saddle point is the central issue to be taken into account. As a natural application, Markov jump linear systems state feedback control design is discussed under this framework. A numerical example illustrates the theoretical results.

• 出版日期2016-10