转移概率部分未知的正Markov跳变系统的输出反馈控制器设计

魏桂梅,李琨

系统科学与数学 ›› 2015, Vol. 35 ›› Issue (5) : 539-544.

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PDF(384 KB)
系统科学与数学 ›› 2015, Vol. 35 ›› Issue (5) : 539-544. DOI: 10.12341/jssms12560
论文

转移概率部分未知的正Markov跳变系统的输出反馈控制器设计

    魏桂梅1,李琨2
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OUTPUT FEEDBACK CONTROLLER DESIGN FOR POSITIVE MARKOV JUMP SYSTEMS WITH PART UNKNOWN TRANSITIONS RATES

    WEI Guimei1 ,LI Kun2
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摘要

研究一类转移概率部分未知的正Markov跳变系统的输出反馈控制器设计问题. 首先, 基于线性余正型Lyapunov 函数, 对正Markov跳变系统的随机稳定性进行了讨论, 在此基础之上, 设计输出反馈控制器保证闭环正Markov跳变系统的随机稳定性, 通过求解线性规划的方式, 得到输出反馈控制器. 数值仿真验证了该方法的有效性.

Abstract

This paper deals with the problem of output feedback controller design for positive Markov jump systems with partly unknown transition rates. First, by constructing an appropriate linear co-positive type Lyapunov function, stochastic stability for underlying system is discussed. Based on the results obtained, the output feedback controller is designed to ensure that the closed-loop Markov jump system positive and stochastically stable. All the conditions are given in linear programming. Finally, an example is given to demonstrate the validity of the main results.

关键词

Markov / 转移概率部分未知 / Lyapunov函数 / 随机稳定性 / 线性规划.

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魏桂梅 , 李琨. 转移概率部分未知的正Markov跳变系统的输出反馈控制器设计. 系统科学与数学, 2015, 35(5): 539-544. https://doi.org/10.12341/jssms12560
WEI Guimei , LI Kun. OUTPUT FEEDBACK CONTROLLER DESIGN FOR POSITIVE MARKOV JUMP SYSTEMS WITH PART UNKNOWN TRANSITIONS RATES. Journal of Systems Science and Mathematical Sciences, 2015, 35(5): 539-544 https://doi.org/10.12341/jssms12560
中图分类号: 34F05    60J05    93D15   
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