Mixed H2/H∞ Control Control of Delayed Markov Jump Linear Systems
Abstract
This paper investigates state feedback control laws for Markov jump linear systems with state and mode-observation delays. An assumption in this study is that the delay of mode observation obeys an exponential distribution. Also, we raise an unknown time-varying state delay applied in the composition of the state feedback controller. A method of remodeling the closed-loop system as a standard Markov jump linear system with state delay is shown. Furthermore, on the basis of this remodeling, several Linear Matrix Inequalities (LMI) for designing feedback gains for stabilization and mixed H2/H∞ control are proposed. Finally, we apply a numerical simulation for examining the effectiveness of the proposed mixed H2/H∞ controller designing method.