Title :
Bounded Real Lemma for Nonhomogeneous Markovian Jump Linear Systems
Author_Institution :
CRAN, Univ. de Lorraine, Vandoeuvre-lés-Nancy, France
Abstract :
In this note, a bounded real lemma is established for discrete-time Markov jump linear systems with nonhomogeneous finite state Markov chain. Different cases, depending on the time variation character of the transition probabilities, are considered. Namely, arbitrary variation and periodic variation.
Keywords :
Markov processes; discrete time systems; linear systems; probability; arbitrary variation; bounded real lemma; discrete-time Markov jump linear systems; nonhomogeneous Markovian jump linear systems; nonhomogeneous finite state Markov chain; periodic variation; time variation character; transition probability; Bismuth; Eigenvalues and eigenfunctions; Indexes; Linear systems; Markov processes; Riccati equations; Symmetric matrices; Bounded real lemma (BRL); Markovian jumping parameters; time-varying transition probabilities (TPs);
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2012.2215532
