Robust receding horizon control of discrete-time Markovian jump uncertain systems

作     者：Park, BG Kwon, WH Lee, JW 

作者机构：Seoul Natl Univ Sch Elect Engn Seoul 151 South Korea 

出 版 物：《IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES》 (电子信息通信学会汇刊：电子学、通信及计算机科学基础)

年 卷 期：2001年第E84A卷第9期

页      面：2272-2279页

核心收录：

学科分类：0808[工学-电气工程] 0809[工学-电子科学与技术（可授工学、理学学位）] 08[工学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

主　　题：receding horizon control Markovian jump uncertain systems robust control semidefinite programming 

摘      要：This paper proposes a receding horizon control scheme for a set of uncertain discrete-time linear systems with randomly jumping parameters described by a finite-state Markov process whose jumping transition probabilities are assumed to belong to some convex sets. The control scheme for the underlying systems is based on the minimization of an upper bound on the worst-case infinite horizon cost function at each time instant. It is shown that the mean square stability of the proposed control system is guaranteed under some matrix inequality conditions on the terminal weighting matrices. The proposed controller is obtained using semidefinite programming.