Finite‐time H2/H∞ control for linear Itô stochastic Markovian jump systems: mode‐dependent approach
Zhiguo Yan, Yunxia Song, Ju H. Park
Abstract
This study focuses on the finite‐time (FT) control problem for linear Itô‐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 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 controller are proposed. Finally, a numerical example is utilised to show the merits of the obtained results.
Topics & Concepts
Control theory (sociology)Mode (computer interface)Markov processJumpComputer scienceControl (management)MathematicsPhysicsArtificial intelligenceOperating systemQuantum mechanicsStatisticsStability and Control of Uncertain SystemsFault Detection and Control SystemsControl Systems and Identification