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

页码：139 / 144

页数：6

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