Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models
André M. de Oliveira, O.L.V. Costa, Marcelo D. Fragoso, F. Stadtmann
Abstract
In this work, we study the design of dynamic output feedback controllers for continuous-time Markov jump linear systems in the worst-case scenario of partial observation of both, the Markov chain and the state, through an iterative method. We assume that the controller has only access to the output of a fault-detection and isolation device and present design conditions for the H2, H∞, and mixed H2/H∞ controller that switches according only to the detector. As a by-product of our formulation, we are also able to design mode-dependent and independent controllers, and briefly discuss the design of filters depending on the detector. The results are given in terms of bilinear matrix inequalities that allow for an iterative separation procedure method in which in each step, we solve a linear matrix inequality problem. We also present an illustrative example in the context of systems subject to faults.