DocumentCode
3451894
Title
Stabilizability of systems with jump-Markov and independent stochastic parameters
Author
Yaz, Engin
Author_Institution
Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA
fYear
1989
fDate
13-15 Dec 1989
Firstpage
1216
Abstract
The mean square (MS) stabilizability of linear discrete-time systems having jump-Markov and independent stochastic parameters is considered. For such systems, explicit conditions which are both necessary and sufficient for MS stabilizability are presented. These easy-to-check conditions are extremely useful in determining the existence and stability of the solutions to the infinite-horizon linear quadratic regulator problem
Keywords
Markov processes; discrete time systems; optimal control; stability criteria; existence; independent stochastic parameters; infinite-horizon linear quadratic regulator problem; jump-Markov parameters; linear discrete-time systems; linear systems; mean square stabilizability; necessary and sufficient conditions; Control systems; Nonlinear systems; Regulators; Software performance; Software testing; Stability; Stochastic resonance; Stochastic systems; Symmetric matrices; System testing;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location
Tampa, FL
Type
conf
DOI
10.1109/CDC.1989.70327
Filename
70327
Link To Document