Abstract:
This paper introduces a robust penalty game approach to deal with the regulation problem for discrete-time Markovian jump linear systems subject to uncertainties. The sol...Show MoreMetadata
Abstract:
This paper introduces a robust penalty game approach to deal with the regulation problem for discrete-time Markovian jump linear systems subject to uncertainties. The solution provided is based on recursive Riccati equations which do not depend on any auxiliary parameter to be adjusted. In virtue of the similarity with the standard nominal regulator problem, the stability of this robust regulator can be easily proved. A numerical example is shown to illustrate the effectiveness of this new approach.
Published in: 49th IEEE Conference on Decision and Control (CDC)
Date of Conference: 15-17 December 2010
Date Added to IEEE Xplore: 22 February 2011
ISBN Information: