Robust state-feedback stabilization of jump linear systems via LMIs

被引：0
|
作者：
Ghaoui, Laurent El [1 ]
Rami, Mustapha Ait [1 ]
机构：
[1] Applied Mathematics Lab, Paris, France
来源：
| 1996年 / John Wiley & Sons Ltd, Chichester, United Kingdom卷 / 06期
关键词：
Boundary conditions - Control system analysis - Feedback control - Markov processes - Matrix algebra - Probability - Robustness (control systems) - System stability;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We consider a linear system subject to Markovian jumps, with a time-varying, unknown-but-bounded transition probability matrix. We derive LMI conditions ensuring various second-moment stability properties for the system. The approach is then used to generate mode-dependent state-feedback control laws which stabilize the system in the mean-square sense. When the transition probability matrix is constant and known, our conditions are necessary and sufficient.
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页码：9 / 10
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