Anti-windup design of uncertain discrete-time Markovian jump systems with partially known transition probabilities and saturating actuator. (English) Zbl 1312.93097
Summary: This paper carries out a study on the design of anti-windup gains for uncertain discrete-time Markovian jump systems subject to both actuator saturation and partially known transition probabilities. The parameter uncertainties appearing in both the state and input matrices are assumed to be time-varying and norm-bounded. Under the assumption that a set of linear dynamic output feedback controllers have been designed to stabilize the Markovian jump system in the absence of actuator saturation, anti-windup compensation gains are designed for maximizing the domain of attraction of the closed-loop system with actuator saturation. Then, by solving a convex optimization problem with constraints of a set of linear matrix inequalities, the anti-windup compensation gains are obtained. A simulation example is provided to illustrate the effectiveness of the proposed technique.
MSC:
| 93E03 | Stochastic systems in control theory (general) |
| 60J75 | Jump processes (MSC2010) |
| 93D15 | Stabilization of systems by feedback |
| 93E15 | Stochastic stability in control theory |
Keywords:
anti-windup; discrete-time Markovian jump systems; norm-bounded uncertainties; partly known transition probabilities; saturating actuators; linear matrix inequality (LMI)References:
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