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Robust\({\cal {H}}_{\infty}\) Stabilization of Stochastic Hybrid Systems with Wiener Process

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Abstract

This paper deals with the class of uncertain continuous-time linear stochastic hybrid systems with Wiener process. The uncertainties that we are considering are of the norm-bounded type. The robust \({\cal {H}}_{\infty}\) stochastic stabilization problem is treated. LMIs based sufficient conditions are developed to design the state feedback controller that robustly and stochastically stabilizes the studied class of systems and at the same time rejects a disturbance of desired level. The minimum disturbance rejection is also determined. A numerical example is provided to show the validity of the proposed results.

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Authors and Affiliations

  1. Professor, GERAD and Mechanical Engineering Department, École Polytechnique de Montréal, Montréal, Québec, Canada

    E. K. Boukas

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  1. E. K. Boukas
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Boukas, E.K. Robust\({\cal {H}}_{\infty}\) Stabilization of Stochastic Hybrid Systems with Wiener Process. J Optim Theory Appl 126, 63–84 (2005). https://doi.org/10.1007/s10957-005-2657-2

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  • DOI: https://doi.org/10.1007/s10957-005-2657-2

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