TY - GEN
T1 - Uniform disturbance attenuation for Markovian jump linear systems in discrete time
AU - Lee, Ji Woong
AU - Dullerud, Geir E.
PY - 2005
Y1 - 2005
N2 - A complete characterization of almost surely uniformly stable and contractive Markovian jump linear systems is given in the discrete-time domain via the union of an increasing family of linear matrix inequality conditions. This characterization draws on the facts that the Riccati difference inequality associated with a stable and contractive linear time-varying system admits a solution which has finite memory of past parameters, and that each Markovian jump linear system can be treated as a switched linear system where the underlying Markov chain defines the switching path constraint. The result leads to a semidefinite programming-based controller synthesis technique, from which optimal finite-path dependent dynamic output feedback controllers arise naturally.
AB - A complete characterization of almost surely uniformly stable and contractive Markovian jump linear systems is given in the discrete-time domain via the union of an increasing family of linear matrix inequality conditions. This characterization draws on the facts that the Riccati difference inequality associated with a stable and contractive linear time-varying system admits a solution which has finite memory of past parameters, and that each Markovian jump linear system can be treated as a switched linear system where the underlying Markov chain defines the switching path constraint. The result leads to a semidefinite programming-based controller synthesis technique, from which optimal finite-path dependent dynamic output feedback controllers arise naturally.
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U2 - 10.1109/CDC.2005.1582265
DO - 10.1109/CDC.2005.1582265
M3 - Conference contribution
AN - SCOPUS:33847220409
SN - 0780395689
SN - 9780780395688
T3 - Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
SP - 860
EP - 865
BT - Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
T2 - 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
Y2 - 12 December 2005 through 15 December 2005
ER -