Abstract
This paper deals with the problem of robust H-infinity control for stochastic Markovian switching systems with partly known transition probabilities and actuator saturation via anti-windup design. Under the assumption that output feedback controllers have been built to stabilize the stochastic Markovian switching system, anti-windup compensators are designed to expand the domain of attraction of the corresponding closed-loop system that contains admissible external disturbance, \(\hbox {It}\hat{o}\)-type stochastic disturbance, and norm-bounded parameter uncertainties. The procedure of deriving anti-windup compensation gain matrices is converted into an optimization problem with constraints of a set of linear matrix inequalities. Finally, numerical examples are given to demonstrate the validity of the main results.
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This work is supported by Key Program of National Natural Science Foundation of China under Grant No. 61034005.
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Qi, W., Gao, X. & Li, Y. Robust H-infinity Control for Stochastic Markovian Switching Systems Under Partly Known Transition Probabilities and Actuator Saturation via Anti-Windup Design. Circuits Syst Signal Process 34, 2141–2165 (2015). https://doi.org/10.1007/s00034-014-9963-6
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DOI: https://doi.org/10.1007/s00034-014-9963-6