Disturbance attenuation for Markov jump linear system over an additive white Gaussian noise channel

被引：4
|
作者：
Song, Yang [1 ,2 ]
Yang, Jie [1 ]
Zheng, Min [1 ,2 ]
Peng, Chen [1 ,2 ]
机构：
[1] Shanghai Univ, Dept Automat, Shanghai, Peoples R China
[2] Shanghai Key Lab Power Stn Automat Technol, Shanghai, Peoples R China
来源：
INTERNATIONAL JOURNAL OF CONTROL | 2016年 / 89卷 / 12期
关键词：
Disturbance attenuation; Markov jump linear systems; differential entropy; signal-to-noise ratio; FUNDAMENTAL LIMITATIONS; FEEDBACK STABILIZATION; LTI SYSTEMS; STABILIZABILITY;
D O I：
10.1080/00207179.2016.1164343
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 studies the stabilisability and the performance of stochastic disturbance attenuation of a Markov jump linear system whose feedback channel is subject to an additive white Gaussian noise. First an inequality of differential entropy of random vectors under Markov switching is presented. Then by the concept of entropy power and the theory of information, a necessary condition to stabilise the system is obtained. This requires that the signal-to-noise ratio in the feedback channel is bigger than a specified value. Furthermore, to evaluate the performance of disturbance attenuation, a lower bound of the maximum fluctuation of the system state is presented.
引用
收藏
页码：2482 / 2491
页数：10
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