Stability and Disturbance Attenuation for Markov Jump Linear Systems with Time-Varying Transition Probabilities

被引：14
|
作者：
Lutz, Collin C. [1 ]
Stilwell, Daniel J. [1 ]
机构：
[1] Virginia Tech, Bradley Dept Elect & Comp Engn, Blacksburg, VA 24061 USA
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2016年 / 61卷 / 05期
关键词：
Linear matrix inequalities; Markov jump linear systems; networked control systems; stochastic systems; time-varying transition probabilities; RANDOM COMMUNICATION DELAYS; BOUNDED REAL LEMMA;
D O I：
10.1109/TAC.2015.2476196
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We address stability and disturbance attenuation for Markov jump linear systems where transition probabilities vary in a finite set. The time variation of the transition probabilities may be a priori known or unknown. Necessary and sufficient conditions for uniform stochastic stability and uniform stochastic disturbance attenuation are reported. In both cases, conditions are expressed as a set of finite-dimensional linear matrix inequalities that can be solved efficiently.
引用
收藏
页码：1413 / 1418
页数：6
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