Robust Reliable H_∞ Control for Nonlinear Stochastic Markovian Jump Systems

摘要

The robust reliable H_∞ control problem for a class of nonlinear stochastic Markovian jump systems (NSMJSs) is investigated. The system under consideration includes Ito-type stochastic disturbance, Markovian jumps, as well as sector-bounded nonlinearities and norm-bounded stochastic nonlinearities. Our aim is to design a controller such that, for possible actuator failures, the closed-loop stochastic Markovian jump system is exponential mean-square stable with convergence rate α and disturbance attenuation γ. Based on the Lyapunov stability theory and Ito differential rule, together with LMIs techniques, a sufficient condition for stochastic systems is first established in Lemma 3. Then, using the lemma, the sufficient conditions of the solvability of the robust reliable H_∞ controller for linear SMJSs and NSMJSs are given. Finally, a numerical example is exploited to show the usefulness of the derived results.