Robust stability and stabilization of uncertain discrete-time Markovian jump linear systems

被引：233
|
作者：
de Souza, Carlos E. [1 ]
机构：
[1] LNCC MCT, Dept Syst & Control, BR-25651075 Petropolis, RJ, Brazil
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2006年 / 51卷 / 05期
关键词：
discrete-time systems; Markovian jump linear systems; robust stability; robust stabilization;
D O I：
10.1109/TAC.2006.875012
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 note deals with robust stability and control of uncertain discrete-time linear systems with Markovian jumping parameters. Systems with polytopic-type parameter uncertainty in either the state-space model matrices, or in the transition probability matrix of the Markov process, are considered. This note develops methods of robust stability analysis and robust stabilization in the mean square sense which are dependent on the system uncertainty. The design of both mode-dependent and mode-independent control laws is addressed. The proposed methods are given in terms of linear matrix inequalities. Numerical examples are provided to demonstrate the effectiveness of the derived results.
引用
收藏
页码：836 / 841
页数：6
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