A Separation Procedure Strategy for the H∞ Dynamic Output Feedback Control of Hidden Markov Jump System

摘要

In this paper, we study the synthesis of H_∞ dynamic output feedback controllers for Markov jump systems by assuming that the Markov chain cannot be directly obtained. Instead, only an observed variable is available to the controller, modeled as a hidden Markov chain. We derive design conditions in the bilinear matrix inequality formulation and, by showing a key property, we are able to present a convex and suboptimal formulation in terms of linear matrix inequalities for calculating the controller. A numerical example is presented for illustrating some properties of the method.