Robust Control of Markovian Switching Stochastic Systems with Noise Dependent States and Inputs

被引：0
|
作者：
Sathananthan, S. [1 ,2 ]
Knap, M. J. [1 ,2 ]
Keel, L. H. [2 ,3 ]
机构：
[1] Tennessee State Univ, Dept Math, Nashville, TN 37209 USA
[2] Tennessee State Univ, Ctr Excellence ISEM, Nashville, TN 37209 USA
[3] Tennessee State Univ, Dept Elect & Comp Engn, Nashville, TN 37209 USA
来源：
STOCHASTIC ANALYSIS AND APPLICATIONS | 2013年 / 31卷 / 01期
基金：
美国国家科学基金会;
关键词：
Discrete-time systems; Markovian switching; Stochastic stability; 93B52; 93D20; 93E15; JUMP LINEAR-SYSTEMS; TIME; STABILITY; STABILIZATION; DELAY;
D O I：
10.1080/07362994.2013.741365
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A problem of state feedback stabilization of discrete-time stochastic processes under Markovian switching and random diffusion (noise) is considered. The jump Markovian switching is modeled by a discrete-time Markov chain. The control input is simultaneously applied to both the rate vector and the diffusion term. Sufficient conditions based on linear matrix inequalities (LMI's) for stochastic stability is obtained. The robustness results of such stability concept against all admissible uncertainties are also investigated. An example is given to demonstrate the obtained results.
引用
收藏
页码：47 / 61
页数：15
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