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Robust H  ∞  Control for Itô Stochastic Systems with Markovian Switching and Probabilistic Sampling

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Advances in Electronic Commerce, Web Application and Communication

Part of the book series: Advances in Intelligent and Soft Computing ((AINSC,volume 149))

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Abstract

In this paper, the problem of robust H∞ control for sampled-data stochastic systems with Markovian switching and parameter uncertainties is investigated. By converting probabilistic sampling into time-varying delays, the concerned system is transformed into a time-varying delays stochastic system. Then, by constructing a new Lyapunov functional, a sufficient condition is derived to guarantee the exponential mean-square stability of the system as well as the H∞ norm is less than a given level. And then, the expression of desired controller is obtained in terms of the solution to certain linear matrix inequalities. Finally, a numerical simulation example is exploited to show the effectiveness of the theoretical results.

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Yang, H., Shu, H., Che, Y., Kan, X. (2012). Robust H  ∞  Control for Itô Stochastic Systems with Markovian Switching and Probabilistic Sampling. In: Jin, D., Lin, S. (eds) Advances in Electronic Commerce, Web Application and Communication. Advances in Intelligent and Soft Computing, vol 149. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-28658-2_48

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  • DOI: https://doi.org/10.1007/978-3-642-28658-2_48

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-28657-5

  • Online ISBN: 978-3-642-28658-2

  • eBook Packages: EngineeringEngineering (R0)

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