© 2000 by Institute of Mathematics and its Applications
Robust H
control for Markovian jump nonlinear systems

1Systems Engineering Department, King Fahd University of Petroleum and Minerals Dhahran 31261, Saudi Arabia
2Mechanical Engineering Department, École Polytechnique de Montréal P.O. Box 6079, station Center-ville, Montréal, Québec, Canada H3C 3A7
This paper deals with the robust H
control problem of uncertain nonlinear stochastic systems with Markovian jump parameters. We assume that the uncertainties are structured such that suitable bounding functions can be found. A robust controller is then designed that will guarantee disturbance attenuation and asymptotic stability for all admissible uncertainties and L2-bounded disturbances. The solution to the problem is characterized in terms of a set of smooth-positive semidefinite functions satisfying certain Hamilton-Jacobi-Isaac (HJI) inequalities with some appropriate scaling functions. Both the case of matched and unmatched uncertainties are considered.
Keywords: nonlinear system; Markov jump process; dissipative system; disturbance attenuation; matching conditions.
Email: boukas{at}anas.meca.polymtl.ca