Title :
On the stability radii of continuous-time Markov jump linear systems
Author :
Todorov, Marcos G. ; Fragoso, Marcelo D.
Author_Institution :
Nat. Lab. for Sci. Comput., LNCC, Rio de Janeiro
Abstract :
This paper introduces the subject of stability radii for continuous-time infinite Markov jump linear systems (MJLS) with respect to complex unstructured perturbations. Among the results derived here we highlight: lower and upper bounds for the radius; a connection between the radius and a certain robust stability margin with respect to uncertainty on the transition rate matrix of the Markov process; and an explicit formula for the stability radius of two-mode scalar MJLS. Some examples are addressed in an attempt to illustrate the applicability of the main results, as well as some of their limitations.
Keywords :
Markov processes; continuous time systems; large-scale systems; linear systems; matrix algebra; perturbation techniques; robust control; time-varying systems; uncertain systems; complex unstructured perturbations; continuous-time infinite Markov jump linear systems; robust stability; stability radii; transition rate matrix; Aircraft; Chemicals; Control systems; Eigenvalues and eigenfunctions; Hydrogen; Linear systems; Markov processes; Robust stability; Uncertainty; Upper bound;
Conference_Titel :
American Control Conference, 2008
Conference_Location :
Seattle, WA
Print_ISBN :
978-1-4244-2078-0
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2008.4587224
