期刊
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
卷 45, 期 5, 页码 944-949出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/9.855557
关键词
jump parameter systems; H-2 and H-infinity control; H-2 and H-infinity filtering; linear matrix inequalities; output feedback
This paper addresses the dynamic output feedback control problem of continuous-time Markovian jump linear systems. The fundamental point in the analysis is an LMI characterization, comprising all dynamical compensators that stabilize the closed-loop system in the mean square sense. The H-2 and H-infinity-norm control problems are studied, and the H-2 and H-infinity filtering problems are solved as a by product.
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