DocumentCode
35193
Title
Bounded Real Lemma for Nonhomogeneous Markovian Jump Linear Systems
Author
Aberkane, S.
Author_Institution
CRAN, Univ. de Lorraine, Vandoeuvre-lés-Nancy, France
Volume
58
Issue
3
fYear
2013
fDate
Mar-13
Firstpage
797
Lastpage
801
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);
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2012.2215532
Filename
6286989
Link To Document