H2 control of discrete-time periodic systems with Markovian jumps and multiplicative noise

Abstract

This paper addresses the problem of optimal and robust H2 control for discrete-time periodic systems with Markov jump parameters and multiplicative noise. To analyse the system performance in the presence of exogenous random disturbance, an H2 norm is firstly established on the basis of Gramian matrices. Further, under the condition of exact observability, a necessary and sufficient condition is presented for the solvability of H2 optimal control problem by means of a generalised Riccati equation. When the transition probabilities of jump parameter are incompletely measurable, an H2-guaranteed cost norm is exploited and the robust H2 controller is designed through a linear matrix inequality (LMI) optimisation approach. An example of a networked control system is supplied to illustrate the proposed results.