DocumentCode :
1256892
Title :
Finite-time stochastic stability and stabilisation of linear discrete-time Markovian jump systems with partly unknown transition probabilities
Author :
Zuo, Zongyu ; Liu, Yanbing ; Wang, Yannan ; Li, Huaqing
Author_Institution :
Tianjin Key Lab. of Process Meas. & Control, Tianjin Univ., Tianjin, China
Volume :
6
Issue :
10
fYear :
2012
Firstpage :
1522
Lastpage :
1526
Abstract :
This study deals with the problems of finite-time stochastic stability and stabilisation with partly unknown transition probabilities for linear discrete-time Markovian jump systems (MJP). The definition of finite-time stochastic stability for discrete-time MJP is firstly given. Based on it, a sufficient condition is proposed to guarantee that the state of the system does not exceed a certain threshold in mean-square sense during a specified time interval. The above result is then extended to the finite-time stochastic stabilisation case. By introducing some free-weighting matrices, the proposed method leads to less conservatism compared with the existing ones. Two numerical examples are given to illustrate the effectiveness of the proposed methods.
Keywords :
discrete time systems; linear systems; matrix algebra; mean square error methods; probability; stability; stochastic systems; discrete-time MJP; finite-time stochastic stability; free-weighting matrices; linear discrete-time Markovian jump system stabilization; mean-square sense; partly unknown transition probabilities;
fLanguage :
English
Journal_Title :
Control Theory & Applications, IET
Publisher :
iet
ISSN :
1751-8644
Type :
jour
DOI :
10.1049/iet-cta.2011.0335
Filename :
6257088
Link To Document :
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