Journal of Systems Engineering and Electronics ›› 2007, Vol. 18 ›› Issue (4): 885-891.

• CONTROL THEORY AND APPLICATION • Previous Articles    

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

Zhu Jin, Xi Hongsheng, Xiao Xiaobo & Ji Haibo   

  1. Dept. of Automation, Univ. of Science & technology of China, Hefei 230027, P. R. China
  • Online:2007-12-24 Published:2010-01-03

Abstract:

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.