Finite-time H2/H∞ control for linear Ito stochastic Markovian jump systems: mode-dependent approach

作     者：Yan, Zhiguo Song, Yunxia Park, Ju H. 

作者机构：Qilu Univ Technol Shandong Acad Sci Sch Elect Engn & Automat Jinan 250353 Peoples R China Yeungnam Univ Dept Elect Engn 280 Daehak Ro Gyongsan 38541 South Korea 

出 版 物：《IET CONTROL THEORY AND APPLICATIONS》 (IET控制论与应用)

年 卷 期：2020年第14卷第20期

页      面：3557-3567页

核心收录：

学科分类：0808[工学-电气工程] 08[工学] 0804[工学-仪器科学与技术] 0811[工学-控制科学与工程] 

基　　金：National Natural Science Foundation of China [61877062, 61977043] China postdoctoral Science Foundation [2017M610425] National Research Foundation of Korea (NRF) - Korea government (MSIT) [2020R1A2B5B02002002] 

主　　题：state feedback stochastic systems linear matrix inequalities linear systems H-infinity control optimisation Ito stochastic Markovian jump systems mode-dependent approach MDA state feedback optimisation algorithms H infinity control problem 

摘      要：This study focuses on the finite-time (FT) H-2/H-infinity control problem for linear Ito-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-infinity 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-infinity controller are proposed. Finally, a numerical example is utilised to show the merits of the obtained results.