Mode-Independent ${\cal H}_{2}$ -Control of a DC Motor Modeled as a Markov Jump Linear System

This brief presents a control strategy for Markov jump linear systems (MJLS) with no access to the Markov state (or mode). The controller is assumed to be in the linear state-feedback format and the aim of the control problem is to design a static mode-independent gain that minimizes a bound to the corresponding H2-cost. This approach has a practical appeal since it is often difficult to measure or to estimate the actual operating mode. The result of the proposed method is compared with that of a previous design, and its usefulness is illustrated by an application that considers the velocity control of a DC motor device subject to abrupt failures that is modeled as an MJLS.

[1]  J. D. Do Val,et al.  Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems , 2002 .

[2]  Eduardo F. Costa,et al.  Stabilizability and positiveness of solutions of the jump linear quadratic problem and the coupled algebraic Riccati equation , 2005, IEEE Transactions on Automatic Control.

[3]  Alessandro N. Vargas,et al.  Average Cost and Stability of Time-Varying Linear Systems , 2010, IEEE Transactions on Automatic Control.

[4]  Ricardo C. L. F. Oliveira,et al.  LMI Relaxations for Reduced-Order Robust ${\cal H}_{\infty}$ Control of Continuous-Time Uncertain Linear Systems , 2012, IEEE Transactions on Automatic Control.

[5]  Ricardo C. L. F. Oliveira,et al.  Robust stability, ℋ2 analysis and stabilisation of discrete-time Markov jump linear systems with uncertain probability matrix , 2009, Int. J. Control.

[6]  W. L. Koning,et al.  Discrete-time Markovian jump linear systems , 1993 .

[7]  Ligang Wu,et al.  Sliding mode control with bounded L2 gain performance of Markovian jump singular time-delay systems , 2012, Autom..

[8]  Geir E. Dullerud,et al.  A stability and contractiveness analysis of discrete-time Markovian jump linear systems , 2007, Autom..

[9]  Ricardo C. L. F. Oliveira,et al.  Robust ℋ︁2 static output feedback design starting from a parameter‐dependent state feedback controller for time‐invariant discrete‐time polytopic systems , 2011 .

[10]  D. Peaucelle,et al.  An efficient numerical solution for H2 static output feedback synthesis , 2001, 2001 European Control Conference (ECC).

[11]  Huijun Gao,et al.  State Estimation and Sliding-Mode Control of Markovian Jump Singular Systems , 2010, IEEE Transactions on Automatic Control.

[12]  Eric Ostertag,et al.  Mono- and Multivariable Control and Estimation , 2011 .

[13]  Dimitri Peaucelle,et al.  Robust Static Output Feedback Stabilization for Polytopic Uncertain Systems: Improving the Guaranteed Performance Bound , 2003 .

[14]  Oswaldo Luiz V. Costa,et al.  Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems , 2007, Autom..

[15]  Eric Ostertag Mono- and Multivariable Control and Estimation: Linear, Quadratic and LMI Methods , 2011 .

[16]  Vasile Dragan,et al.  H2 Optimal control for linear stochastic systems , 2004, Autom..

[17]  Alessandro N. Vargas,et al.  On the control of Markov jump linear systems with no mode observation: application to a DC Motor device , 2013 .

[18]  Huijun Gao,et al.  I filtering for 2D Markovian jump systems , 2008, Autom..

[19]  Alessandro N. Vargas,et al.  Quadratic costs and second moments of jump linear systems with general Markov chain , 2011, Math. Control. Signals Syst..

[20]  Wei Xing Zheng,et al.  Generalized H2 fault detection for two-dimensional Markovian jump systems , 2012, Autom..

[21]  Alim P. C. Gonçalves,et al.  The H2-control for jump linear systems: cluster observations of the Markov state , 2002, Autom..

[22]  Alessandro N. Vargas,et al.  Second moment constraints and the control problem of Markov jump linear systems , 2013, Numer. Linear Algebra Appl..

[23]  M. Fragoso,et al.  Stability Results for Discrete-Time Linear Systems with Markovian Jumping Parameters , 1993 .

[24]  Olivier Bachelier,et al.  Static output feedback design for uncertain linear discrete time systems , 2004, IMA J. Math. Control. Inf..