Necessary and sufficient condition for robust stability and stabilizability of continuous-time linear systems with Markovian jumps

被引：26

作者：

Costa, OLV ^{[1
]}

Boukas, EK

机构：

[1] Univ Sao Paulo, Sao Paulo, Brazil

[2] Ecole Polytech, Dept Mech Engn, Montreal, PQ H3C 3A7, Canada

[3] Gerad, Montreal, PQ, Canada

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1998年 / 99卷 / 02期

基金：

巴西圣保罗研究基金会;

关键词：

continuous-time linear systems; parameter uncertainties; Riccati equation; linear systems with Markovian jumps;

D O I：

10.1023/A:1021722210476

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we investigate the quadratic stability and quadratic stabilizability of the class of continuous-time linear systems with Markovian jumps and norm-bound uncertainties in the parameters. Under some appropriate assumptions, a necessary and sufficient condition is established for mean-square quadratic stability and mean-square quadratic stabilizability of this class of systems. The quadratic guaranteed cost control problem is also addressed via a LMI optimization problem.

引用

页码：359 / 379

页数：21

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