Necessary and Sufficient Condition for Robust Stability and Stabilizability of Continuous-Time Linear Systems with Markovian Jumps

被引：0
作者：
O. L. V. Costa
E. K. Boukas
机构：
[1] University of Sao Paulo,Mechanical Engineering Department
[2] Eacute;cole Polytechnique de Montréal and GERAD,undefined
来源：
Journal of Optimization Theory and Applications | 1998年 / 99卷
关键词：
Continuous-time linear systems; parameter uncertainties; Riccati equation; linear systems with Markovian jumps;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：359 / 379
页数：20
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