Robust Control for Linear Systems with Markovian Jumping Parameters

Abstract

This paper investigates the problem of robust control for a class of systems with both Markovian jumping parameters and parametric uncertainty. The jumping parameters considered here form a continuous-time discrete-state homogeneous Markov process, and the parameter uncertainty is real time-varying norm-bounded. A methodology is proposed for the design of robust state feedback controllers. We show that the problem of robust control for linear systems with Markovian jumping parameters can be solved in terms of the solutions to a set of either int ercoupled Riccati differential equations, or algebraic Riccati equations.