Robust guaranteed cost observer design for linear uncertain jump systems with state delays  

作　　者：付艳明 张博 段广仁 

机构地区：[1]Center for Control Theory and Guidance Technology,Harbin Institute of Technology

出　　处：《Journal of Harbin Institute of Technology(New Series)》2008年第6期826-830,共5页哈尔滨工业大学学报（英文版）

基　　金：Sponsored by the Scientific Research Foundation of Harbin Institute of Technology (Grant No.HIT.2003.02);the Chinese Outstanding Youth Science Foundation(Grant No. 69504002)

摘　　要：This paper deals with the robust guaranteed cost observer with guaranteed cost performance for a class of linear uncertain jump systems with state delay.The transition of the jumping parameters in systems is governed by a finite-state Markov process.Based on the stability theory in stochastic differential equations,a sufficient condition on the existence of the proposed robust guaranteed cost observer is derived.Robust guaranteed cost observers are designed in terms of a set of linear coupled matrix inequalities.A convex optimization problem with LMI constraints is formulated to design the suboptimal guaranteed cost observers.This paper deals with the robust guaranteed cost observer with guaranteed cost performance for a class of linear uncertain jump systems with state delay. The transition of the jumping parameters in systems is governed by a finite-state Markov process. Based on the stability theory in stochastic differential equations, a sufficient condition on the existence of the proposed robust guaranteed cost observer is derived. Robust guaranteed cost observers are designed in terms of a set of linear coupled matrix inequalities. A convex optimization problem with LMI constraints is formulated to design the suboptimal guaranteed cost observers.

关 键 词：stochastic systems Markov jumping parameters robust guaranteed cost observer linear matrix inequalities time-delay systems 

分 类 号：TP273[自动化与计算机技术—检测技术与自动化装置]