On the exponential stability of stochastic Markovian jump systems

被引：0
|
作者：
Boukas, EK [1 ]
Yang, H [1 ]
机构：
[1] Ecole Polytech Montreal, Dept Mech Engn, Quebec City, PQ H3C 3A7, Canada
来源：
PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5 | 1997年
关键词：
D O I：
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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 exponential stability of the class of stochastic systems with jumps. For the linear case, a sufficient condition, which guarantees that the nominal system with a bounded diffusion term remains stable under a state feedback control law, is established. For the case of uncertaiin linear stochastic system, we have designed an optimal control law that guarantees the robust exponential stability of the systems. Finally for the nonlinear case with matching conditions, we have established a similar result.
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页码：547 / 548
页数：2
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