Almost Sure Stabilization of Uncertain Continuous-Time Markov Jump Linear Systems

作者：Tanelli Mara^*; Picasso Bruno; Bolzern Paolo; Colaneri Patrizio

来源：IEEE Transactions on Automatic Control, 2010, 55(1): 195-201.

DOI：10.1109/TAC.2009.2033844

• Almost sure (AS) stability
• Markov jump linear systems (MJLS)
• Markov processes
• robust control
• uncertain systems

This work deals 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 a bound on the 2-norm of the system transition matrix. Such a condition can be profitably employed also to design a robust feedback stabilization strategy. Such feedback design is based on a formulation of the sufficient condition for robust AS stability in terms of an equivalent LMI problem.

• 出版日期2010-1