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REGULATOR OF JUMP LINEAR SYSTEMS WITH TIME-MULTIPLIED PERFORMANCE INDEX: AN LMI APPROACH
E. K. Boukas* Z. K. Liu**
* Mechanical Engineering Department, École Polytechnique de
Montréal, P.O. Box 6079, station “centre-ville”, Montréal,
Québec, Canada, H3C 3A7, email: boukas@meca.polymtl.ca
** Mechanical Engineering Department, École Polytechnique de
Montréal, P.O. Box 6079, station “centre-ville”, Montréal,
Québec, Canada, H3C 3A7, email: ziliu@meca.polymtl.ca
The purpose of this paper is to study the problem of designing suboptimal reg-ulators for continuous-time and discrete-time Markov jump system with time-multiplied performance index, which were proposed in and , respectively. Two LMI-based algorithms are provided.
Keywords: Jump linear system, Linear matrix inequality, Regulator with time-multiplied performance index.
Session slot T-Fr-A21: Posters of Learning, Stochastic, Fuzzy and Nerural Systems/Area code 3d : Stochastic Systems
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