Title :
On the exponential stability of stochastic Markovian jump systems
Author :
Boukas, E.K. ; Yang, H.
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;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.650685
