English

Robust Controller Synthesis under Markovian Mode Switching with Periodic LTV Dynamics

Optimization and Control 2024-09-19 v1

Abstract

In this work, we propose novel LMI-based controller synthesis frameworks for periodically time-varying Markov-jump linear systems. We first discuss the necessary conditions for mean square stability and derive Lyapunov-like conditions for stability assurance. To relax strict stability requirements, we introduce a new criterion that doesn't require the Lyapunov function to decrease at each time step. Further, we incorporate these stability theorems in LMI-based controller synthesis frameworks while considering two separate problems: minimizing a quadratic cost, and maximizing the region of attraction. Numerical simulations verify the controllers' stability and showcase its applicability to fault-tolerant control.

Keywords

Cite

@article{arxiv.2409.11537,
  title  = {Robust Controller Synthesis under Markovian Mode Switching with Periodic LTV Dynamics},
  author = {Shaurya Shrivastava and Kenshiro Oguri},
  journal= {arXiv preprint arXiv:2409.11537},
  year   = {2024}
}
R2 v1 2026-06-28T18:48:21.720Z