Ellipsoidal Output-Feedback Sets for ∞Control of a Class of Stochastic Hybrid Systems with State-Dependent Noise
ABSTRACT. This paper deals with static output feedback ∞ control of continuous time Active Fault Tolerant Control Systems with Markovian Parameters (AFTCSMP) and state-dependent noise. It adopts a new framework based on the synthesis of ellipsoidal sets of controllers. It is also shown that the obtained results can easily be applied to the problematic of modeindependent static output feedback ∞ control of another class of stochastic hybrid systems known as Markovian Jump Linear Systems. Results are formulated as matrix inequalities, one of which is nonlinear. A numerical algorithm based on nonconvex optimization is provided and its running is illustrated on classical examples from literature.
KEYWORDS: Stochastic Hybrid Systems, Markovian Jumping Parameters, ∞ Control, Static Output Feedback, Ellipsoidal Sets, Linear Matrix ...
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