Regulation of Markov Jump Linear Systems Subject to Polytopic Uncertainties

• Published in: IEEE transactions on automatic control Vol. 67; no. 11; pp. 6279 - 6286
• Main Authors: Bueno, Jose Nuno A. D., Marcos, Lucas B., Rocha, Kaio D. T., Terra, Marco H.
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.11.2022; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Apexes; Convergence; Convexity; Cost function; Discrete time systems; Linear systems; Markov jump systems; Markov processes; Numerical stability; Optimization; Penalty function; polytopic uncertainties; Power system stability; Regulation; Robust control; Uncertainty

When discrete-time Markov jump linear systems are prone to the damaging effects of polytopic uncertainties, it is necessary to address all the vertices of each Markov mode in order to properly design robust controllers. To this end, we propose a robust recursive linear-quadratic regulator for this c...