Covariance control for discrete-time stochastic switched linear systems

被引：1
|
作者：
Fiacchini, Mirko [1 ]
Alamo, Teodoro [2 ]
机构：
[1] Univ Grenoble Alpes, GIPSA Lab, Grenoble INP, CNRS, F-38000 Grenoble, France
[2] Univ Seville, Dept Ingn Sistemas & Automat, Seville 41092, Spain
来源：
IFAC PAPERSONLINE | 2022年 / 55卷 / 25期
关键词：
Covariance control; stabilizability; switched systems; STABILITY ANALYSIS; STABILIZABILITY; STABILIZATION; MATRIX;
D O I：
10.1016/j.ifacol.2022.09.337
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper deals with the covariance control for discrete-time linear switched systems affected by additive stochastic noises. Given any periodic stabilizing switching law for the deterministic system associated to the stochastic one, a finite set of matrices is characterized that is an attractor for the system state covariance matrix sequence. Moreover, upper and lower bounds on the covariance matrices of the state are determined by the trajectories of one-dimensional linear systems. Copyright (C) 2022 The Authors.
引用
收藏
页码：139 / 144
页数：6
相关论文
共 50 条
  • [21] On the Reachability of Discrete-Time Switched Linear Systems
    Liu, Chao
    Yang, Zheng
    Sun, Dihua
    Liu, Xiaoyang
    Liu, Wanping
    [J]. JOURNAL OF DYNAMICAL AND CONTROL SYSTEMS, 2017, 23 (04) : 815 - 823
  • [22] Bisimulation Equivalence of Discrete-Time Stochastic Linear Control Systems
    Pola, Giordano
    Manes, Costanzo
    van der Schaft, Arjan J.
    Di Benedetto, Maria Domenica
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 63 (07) : 1897 - 1912
  • [23] Stabilization of discrete-time switched linear singular systems via a stochastic approach
    Men, Bo
    Zhang, Qingling
    Wang, Guoliang
    Zhou, Juan
    [J]. APPLIED MATHEMATICS & INFORMATION SCIENCES, 2013, 7 (02): : 631 - 637
  • [24] State feedback switched control of discrete-time switched linear systems with application to networked control
    Deaecto, Grace S.
    Souza, Matheus
    Geromel, Jose C.
    [J]. 2013 21ST MEDITERRANEAN CONFERENCE ON CONTROL AND AUTOMATION (MED), 2013, : 877 - 883
  • [25] Control co-design for discrete-time switched linear systems
    Fiacchini, Mirko
    Tarbouriech, Sophie
    [J]. AUTOMATICA, 2017, 82 : 181 - 186
  • [26] H∞ control of switched linear discrete-time systems with polytopic uncertainties
    Zhang, Lixian
    Shi, Peng
    Boukas, El-Kebir
    Wang, Changhong
    [J]. OPTIMAL CONTROL APPLICATIONS & METHODS, 2006, 27 (05): : 273 - 291
  • [27] Robust switched static output feedback control for discrete-time switched linear systems
    Bara, G. Iulia
    [J]. PROCEEDINGS OF THE 46TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14, 2007, : 3413 - 3419
  • [28] Design of quadratic estimators using covariance information in linear discrete-time stochastic systems
    Nakamori, Seiichi
    Hermoso-Carazo, Aurora
    Linares-Perez, Josefa
    [J]. JOURNAL OF TIME SERIES ANALYSIS, 2008, 29 (03) : 501 - 512
  • [29] Discrete-Time Switched Stochastic Control Systems with Randomly Observed Operation Mode
    Cetinkaya, Ahmet
    Hayakawa, Tomohisa
    [J]. 2013 IEEE 52ND ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2013, : 85 - 90
  • [30] Linear Quadratic Regulator of Discrete-Time Switched Linear Systems
    Wu, Guangyu
    Xiong, Lu
    Wang, Gang
    Sun, Jian
    [J]. IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS II-EXPRESS BRIEFS, 2020, 67 (12) : 3113 - 3117
12345