On Robust Almost Sure Stabilization of Continuous-Time Markov Jump Linear Systems

Author

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

Author_Institution

Dipt. di Elettronica e Informazione, Politecnico di Milano

fYear

2006

fDate

13-15 Dec. 2006

Firstpage

2649

Lastpage

2654

Abstract

This paper is concerned 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 some bounds on the 2-norm of the transition matrix over the time interval before the first transition. Such a condition can be profitably employed also to design a robust feedback stabilization strategy. The stabilizing feedback design is based on a formulation of the sufficient condition in terms of an equivalent LMI problem

Keywords

Markov processes; continuous time systems; control system synthesis; feedback; linear matrix inequalities; linear systems; robust control; LMI; continuous-time Markov jump linear systems; deterministically testable sufficient condition; norm-bounded uncertainties; robust almost sure stabilization; stabilizing feedback design; transition matrix; Control systems; Feedback; Linear systems; Robust control; Robust stability; Robustness; Stability analysis; Sufficient conditions; Testing; Uncertainty;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2006 45th IEEE Conference on

Conference_Location

San Diego, CA

Print_ISBN

1-4244-0171-2

Type

conf

DOI

10.1109/CDC.2006.377800

Filename

4177567