Uniform disturbance attenuation for Markovian jump linear systems in discrete time

Ji Woong Lee, Geir E. Dullerud

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

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.

Original languageEnglish (US)
Title of host publicationProceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
Pages860-865
Number of pages6
DOIs
StatePublished - 2005
Event44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05 - Seville, Spain
Duration: Dec 12 2005Dec 15 2005

Publication series

NameProceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
Volume2005

Other

Other44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
Country/TerritorySpain
CitySeville
Period12/12/0512/15/05

ASJC Scopus subject areas

  • Engineering(all)

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