The Robust \(H_2\) Performance of Uncertain Markovian Jump Systems
摘要
This paper focuses on the robust stochastic stability and robust \(H_2\) performance for Markovian jump systems with uncertain transition probabilities. The stability criterion is transformed into a matrix non-singular problem, some conditions for robust stochastic stability of continuous and discrete systems are derived respectively. Based on the definition of \(H_2\) norm of linear Markovian jump systems, the equivalent matrix expression is obtained, thereby deriving the conditions for the system to satisfy \(H_2\) performance and the bound of \(H_2\) norm.