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

Author

Tanelli, Mara ; Picasso, Bruno ; Bolzern, Paolo ; Colaneri, Patrizio

Author_Institution

Dipt. di Elettron. e Inf., Politec. di Milano, Milan, Italy

Volume

55

Issue

1

fYear

2010

Firstpage

195

Lastpage

201

Abstract

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.

Keywords

Markov processes; continuous time systems; feedback; linear systems; matrix algebra; stability; uncertain systems; almost sure stabilization; norm-bounded uncertainties; robust feedback stabilization; sufficient condition; system transition matrix; uncertain continuous-time Markov jump linear systems; Control systems; Feedback; Linear systems; Robust control; Robust stability; Robustness; Stability analysis; Stochastic systems; Sufficient conditions; Testing; Uncertain systems; Almost sure (AS) stability; Markov jump linear systems (MJLS); Markov processes; robust control; uncertain systems;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/TAC.2009.2033844

Filename

5340646