Infinite Markov jump-bounded real lemma

被引：22
|
作者：
Todorov, Marcos G. [1 ]
Fragoso, Marcelo D. [1 ]
机构：
[1] LNCC MCT, Dept Syst & Control, Lab Nacl Comp Cient, BR-25651075 Petropolis, RJ, Brazil
来源：
SYSTEMS & CONTROL LETTERS | 2008年 / 57卷 / 01期
基金：
巴西圣保罗研究基金会;
关键词：
bounded real lemma; stochastic stability; continuous-time linear system; Markovian jump system;
D O I：
10.1016/j.sysconle.2007.06.016
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A bounded real lemma is established, providing an equivalent condition to stochastic stability (SS) of a continuous-time infinite Markovian jump linear system (MJLS) with a prescribed L-2-stochastic disturbance attenuation level gamma in terms of existence of solutions to an infinite set of coupled linear matrix inequalities (LMIs). Besides the interest in its own right, the main result provides a fundamental tool for the development of an H-infinity-like theory devoted to this class of systems. (C) 2007 Elsevier B.V. All rights reserved.
引用
收藏
页码：64 / 70
页数：7
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