On the exponential stability of stochastic Markovian jump systems

Author

Boukas, E.K. ; Yang, H.

Volume

1

fYear

1997

fDate

10-12 Dec 1997

Firstpage

547

Abstract

This paper deals with the exponential stability of the class of stochastic systems with jumps. For the linear case, a sufficient condition, which guarantees that the nominal system with a bounded diffusion term remains stable under a state feedback control law, is established. For the case of uncertain linear stochastic system, we have designed an optimal control law that guarantees the robust exponential stability of the systems. Finally, for the nonlinear case with matching conditions, we have established a similar result

Keywords

controllability; differential equations; linear systems; nonlinear systems; observability; optimal control; probability; robust control; state feedback; stochastic systems; uncertain systems; bounded diffusion; exponential stability; linear systems; nonlinear systems; optimal control; robust control; state feedback; stochastic Markovian jump systems; stochastic differential equation; sufficient condition; transition probability; uncertain system; Control systems; Linear feedback control systems; Optimal control; Robust control; Robust stability; State feedback; Stochastic systems; Symmetric matrices; Uncertainty; Vectors;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1997., Proceedings of the 36th IEEE Conference on

Conference_Location

San Diego, CA

ISSN

0191-2216

Print_ISBN

0-7803-4187-2

Type

conf

DOI

10.1109/CDC.1997.650685

Filename

650685