Static output-feedback stabilization of discrete-time Markovian jump linear systems: a system augmentation approach
Static output-feedback stabilization of discrete-time Markovian jump linear systems: a system augmentation approach
This paper studies the static output-feedback (SOF) stabilization problem for discrete-time Markovian jump systems from a novel perspective. The closed-loop system is represented in a system augmentation form, in which input and gain-output matrices are separated. By virtue of the system augmentation, a novel necessary and sufficient condition for the existence of desired controllers is established in terms of a set of nonlinear matrix inequalities, which possess a monotonic structure for a linearized computation, and a convergent iteration algorithm is given to solve such inequalities. In addition, a special property of the feasible solutions enables one to further improve the solvability via a simple D-K type optimization on the initial values. An extension to mode-independent SOF stabilization is provided as well. Compared with some existing approaches to SOF synthesis, the proposed one has several advantages that make it specific for Markovian jump systems. The effectiveness and merit of the theoretical results are shown through some numerical examples
linear matrix inequality (LMI), markovian jump systems, static output-feedback, system augmentation, stabilization
687-694
Shu, Zhan
ea5dc18c-d375-4db0-bbcc-dd0229f3a1cb
Lam, James
3eea3836-efda-430c-9ad4-ae4f3d4b8c4a
Xiong, Junlin
cf42aeb2-2730-4cf8-9d28-3c9c4882e4e7
March 2010
Shu, Zhan
ea5dc18c-d375-4db0-bbcc-dd0229f3a1cb
Lam, James
3eea3836-efda-430c-9ad4-ae4f3d4b8c4a
Xiong, Junlin
cf42aeb2-2730-4cf8-9d28-3c9c4882e4e7
Shu, Zhan, Lam, James and Xiong, Junlin
(2010)
Static output-feedback stabilization of discrete-time Markovian jump linear systems: a system augmentation approach.
Automatica, 46 (4), .
(doi:10.1016/j.automatica.2010.02.001).
Abstract
This paper studies the static output-feedback (SOF) stabilization problem for discrete-time Markovian jump systems from a novel perspective. The closed-loop system is represented in a system augmentation form, in which input and gain-output matrices are separated. By virtue of the system augmentation, a novel necessary and sufficient condition for the existence of desired controllers is established in terms of a set of nonlinear matrix inequalities, which possess a monotonic structure for a linearized computation, and a convergent iteration algorithm is given to solve such inequalities. In addition, a special property of the feasible solutions enables one to further improve the solvability via a simple D-K type optimization on the initial values. An extension to mode-independent SOF stabilization is provided as well. Compared with some existing approaches to SOF synthesis, the proposed one has several advantages that make it specific for Markovian jump systems. The effectiveness and merit of the theoretical results are shown through some numerical examples
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Published date: March 2010
Keywords:
linear matrix inequality (LMI), markovian jump systems, static output-feedback, system augmentation, stabilization
Organisations:
Mechatronics
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Local EPrints ID: 199707
URI: http://eprints.soton.ac.uk/id/eprint/199707
ISSN: 0005-1098
PURE UUID: bc25dad0-1d53-4284-98d1-8c094a2c6b7a
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Date deposited: 19 Oct 2011 14:10
Last modified: 14 Mar 2024 04:16
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Author:
Zhan Shu
Author:
James Lam
Author:
Junlin Xiong
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