Mixed H_2/H_∞ Control of Discrete-Time Markovian Jump Systems via Static Output-Feedback Controllers

摘要

This paper investigates the static output-feedback mixed H_2/H_∞ control problem of discrete-time Markovian jump systems from a novel perspective. Unlike traditional methods, the closed-loop system is represented as an augmented form, in which input and gain-output matrices are decoupled. By virtue of the augmented representation, new characterizations on stochastic stability and H_2/H_∞ performance of the closed-loop system are established in terms of matrix inequalities. Based on these, a sufficient condition with redundant matrices for the existence of the mode-dependent controller is proposed, and an iteration algorithm is given to solve the condition. An extension to the mode-independent case is provided as well.