Almost Sure Stabilization of Uncertain Continuous-Time Markov Jump Linear Systems

This work deals with the robust almost sure (AS) stabilization problem for continuous-time Markov jump linear systems (MJLS). Norm-bounded uncertainties affecting the system state and input matrices are considered. A deterministically testable sufficient condition for robust AS stability is provided...

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Bibliographic Details
Published in:IEEE transactions on automatic control 2010-01, Vol.55 (1), p.195-201
Main Authors: Tanelli, M., Picasso, B., Bolzern, P., Colaneri, P.
Format: Article
Language:English
Subjects:
Almost sure (AS) stability
Applied sciences
Computer science
control theory
systems
Control system analysis
Control system synthesis
Control systems
Control theory
Control theory. Systems
Design engineering
Exact sciences and technology
Feedback
Linear systems
Markov jump linear systems (MJLS)
Markov processes
Robust control
Robust stability
Robustness
Stability
Stability analysis
Stabilization
Stochastic systems
Sufficient conditions
Testing
Uncertain systems
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Description
Summary:This work deals with the robust almost sure (AS) stabilization problem for continuous-time Markov jump linear systems (MJLS). Norm-bounded uncertainties affecting the system state and input matrices are considered. A deterministically testable sufficient condition for robust AS stability is provided which relies on a bound on the 2-norm of the system transition matrix. Such a condition can be profitably employed also to design a robust feedback stabilization strategy. Such feedback design is based on a formulation of the sufficient condition for robust AS stability in terms of an equivalent LMI problem.
ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.2009.2033844