Zhan, Shu, Lam, James and Xiong, Junlin,
Mixed H_2/H_infinity Control of Discrete-Time Markovian Jump Systems Via Static Output-Feedback Cont
Chung, Myung jin and Misra, Pradeep (eds.)
At 17th IFAC World Congress, Korea, Republic of.
06 - 11 Jul 2008.
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This paper investigates the static output-feedback mixed H_2/H_infinity control problem of discrete-time Markovian jump systems from a novel perspective. Unlike traditional methods, the closed-loop system is represented as an augmented form, in which input and gain-output matrices are decoupled. By virtue of the augmented representation, new characterizations on stochastic stability and H2/H1 performance of the closed-loop system are established in terms of matrix inequalities. Based on these, a sufficient condition with redundant matrices for the existence of the mode-dependent controller is proposed, and an iteration algorithm is given to solve the condition. An extension to the mode-independent case is provided as well
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