STABILITY AND STABILIZABILITY OF DISCRETE-TIME SYSTEMS WITH UNKNOWN TRANSITION PROBABILITIES

被引：0

作者：

Boukas, El-Kebir ^{[1
]}

机构：

[1] Ecole Polytech, Dept Mech Engn, Stn Ctr Ville, Montreal, PQ H3C 3A7, Canada

来源：

INTERNATIONAL JOURNAL OF INNOVATIVE COMPUTING INFORMATION AND CONTROL | 2010年 / 6卷 / 05期

关键词：

Markov jump systems; Stochastic systems; Systems with random abrupt changes; Linear matrix inequality; Stability; Stabilizability; State feedback; LINEAR-SYSTEMS;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

This paper deals with the class of discrete-time linear systems with random abrupt changes and unknown transition probabilities. The stochastic stability and the stochastic stabilization problems of this class of systems are revisited and new conditions are developed in the LMI setting to either check the stochastic stability or to design the state feedback controller that stochastically stabilizes the system under consideration. It is shown that all the addressed problems can be solved if the corresponding developed linear matrix inequalities (LMIs) are feasible. Numerical examples are employed to show the usefulness of the proposed results.

引用

页码：1991 / 1998

页数：8

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