Guaranteed control performance robust LQG regulator for discrete-time Markovian jump systems with uncertain noise

作     者：Zhu Jin Xi Hongsheng Xiao Xiaobo Ji Haibo 

作者机构：Dept. of Automation Univ. of Science &: technology of China Hefei 230027 P. R. China 

出 版 物：《Journal of Systems Engineering and Electronics》 (系统工程与电子技术（英文版）)

年 卷 期：2007年第18卷第4期

页      面：885-891页

核心收录：

学科分类：0711[理学-系统科学] 0808[工学-电气工程] 0809[工学-电子科学与技术（可授工学、理学学位）] 07[理学] 08[工学] 070105[理学-运筹学与控制论] 0802[工学-机械工程] 081101[工学-控制理论与控制工程] 0811[工学-控制科学与工程] 0701[理学-数学] 071101[理学-系统理论] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

主　　题：Markovian jump systems LQG uncertain noise control performance 

摘      要：Robust LQG problems of discrete-time Markovian jump systems with uncertain noises are investigated. The problem addressed is the construction of perturbation upper bounds on the uncertain noise covariances so as to guarantee that the deviation of the control performance remains within the precision prescribed in actual problems. Furthermore, this regulator is capable of minimizing the worst performance in an uncertain case. A numerical example is exploited to show the validity of the method.