ℋ2 output-feedback control of continuous-time MJLS with uncertain transition rates
نویسندگان
چکیده
Abstract— This paper addresses the H2 output-feedback control of Markov Jump Linear Systems (MJLS) in continuoustime through Linear Matrix Inequalities (LMIs). We derive new sufficient LMI conditions for the case with completely known transition rates which are affine with respect to these parameters. Then, we treat the case where transition rates are considered uncertain, but belong to a given convex set. We illustrate our results through a numerical example.
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Robust stability, ℋ2 analysis and stabilisation of discrete-time Markov jump linear systems with uncertain probability matrix
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