Stability of discrete-time linear systems with Markovian jumping parameters and constrained control

Author

Boukas, E.K. ; Benzaouia, A.

Author_Institution

Dept. of Mech. Eng., Ecole Polytech. de Montreal, Que., Canada

Volume

47

Issue

3

fYear

2002

fDate

3/1/2002 12:00:00 AM

Firstpage

516

Lastpage

521

Abstract

The note is devoted to the study of linear discrete-time systems with Markovian jumping parameters and constrained control. The constraints used in the note are of symmetrical inequality type. The approach of positively invariant sets is used to obtain new necessary and sufficient conditions for positive invariance, and sufficient conditions for stochastic stability. These conditions become those given for stationary discrete-time systems with one mode (deterministic linear discrete-time systems) as known in the literature

Keywords

Markov processes; control system synthesis; discrete time systems; invariance; linear systems; matrix algebra; stability; time-varying systems; Markovian jumping parameters; constrained control; deterministic systems; discrete-time linear systems; necessary and sufficient conditions; positive invariance; positively invariant sets; stability; stationary discrete-time systems; stochastic stability; symmetrical inequality type; Control systems; Linear systems; Manufacturing systems; Power system modeling; Regulators; Stability; Stochastic processes; Stochastic systems; Sufficient conditions; Vectors;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.989152

Filename

989152