Necessary and sufficient condition for robust stability and stabilizability of continuous-time linear systems with Markovian jumps

被引:26
作者
Costa, OLV [1 ]
Boukas, EK
机构
[1] Univ Sao Paulo, Sao Paulo, Brazil
[2] Ecole Polytech, Dept Mech Engn, Montreal, PQ H3C 3A7, Canada
[3] Gerad, Montreal, PQ, Canada
基金
巴西圣保罗研究基金会;
关键词
continuous-time linear systems; parameter uncertainties; Riccati equation; linear systems with Markovian jumps;
D O I
10.1023/A:1021722210476
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we investigate the quadratic stability and quadratic stabilizability of the class of continuous-time linear systems with Markovian jumps and norm-bound uncertainties in the parameters. Under some appropriate assumptions, a necessary and sufficient condition is established for mean-square quadratic stability and mean-square quadratic stabilizability of this class of systems. The quadratic guaranteed cost control problem is also addressed via a LMI optimization problem.
引用
收藏
页码:359 / 379
页数:21
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