Interval Robust Control Of Stochastic Markov Jump Systems

It?-type stochastic Markov jump systems have become research focus by considering the stochastic disturbance on system state in Markov jump systems.Although there have many studies for It?-type stochastic Markov jump systems,stochastic Markov jump systems with(x,u,v)-dependent noise still need further researches.Research works of this thesis mainly including:H_?control of stochastic Markov jump systems with(x,u,v)-dependent noise,interval stabilization of stochastic Markov jump systems,interval control andH_? synthesis of uncertain Markov jump stochastic systems.The main content of the thesis includes following aspects:Nonlinear stochastic H_?control with Markov jumps and(x,u,v)-dependent noise problems both in finite and infinite horizon case are studied.Some sufficient conditions in inequality forms are given for nonlinear stochasticH_?control with Markov jumps and(x,u,v)-dependent noise.Compared with the equality form condition studied previously,inequality form condition has a bigger feasible region.A sufficient condition in terms of LMIs is given for linear stochastic Markov jump systems with(x,u,v)-dependent noise.The interval stability problems of stochastic Markov jump system are studied.By transforming the Markov jump system into a general stochastic system in Lyapunov function sense,a sufficient condition for(-?,?)-stability of stochastic Markov jump system is given.The(-?,?)-stabilization problem of stochastic Markov jump is solved in terms of LMIs.The interval control and H_?control synthesis of uncertain Markov jump stochastic systems are studied.Under the consideration of model parameter uncertainties,the convergence rate in mean square sense of system state is guaranteed in interval(-?,?),and theH_?performance is achieved.