A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances

2005 ◽  
Vol 44 (4) ◽  
pp. 1165-1191 ◽  
Author(s):  
Marcelo D. Fragoso ◽  
Oswaldo L. V. Costa
Keyword(s):  
Linear Systems ◽  
Continuous Time ◽  
Mean Square ◽  
Markovian Jumping Parameters ◽  
Unified Approach ◽  
Markovian Jumping ◽  
Mean Square Stability ◽  
Time Linear

Robust Stochastic Stabilization of Discrete-Time Linear Systems With Markovian Jumping Parameters

1999 ◽  
Vol 121 (2) ◽  
pp. 331-334 ◽  
Author(s):  
El Kebi´r Boukas ◽  
Peng Shi ◽  
Khalid Benjelloun
Keyword(s):  
Linear Systems ◽  
Discrete Time ◽  
Robust Stabilization ◽  
Markovian Jumping Parameters ◽  
Markovian Jumping ◽  
Stochastic Stabilization ◽  
Riccati Inequalities ◽  
Bounded Uncertainties ◽  
Time Linear ◽  
Norm Bounded Uncertainties

In this paper, we study the problem of robust stabilization of discrete-time linear systems with Markovian jumping parameters (DTLSMJP) with norm bounded uncertainties. A sufficient condition guaranteeing te robust stability of the uncertain discrete-time linear systems with Markovian jumping parameters (UDTLSMJP) is presented, which is in terms of a set of coupled discrete-time algebraic Riccati inequalities (IEqs). Finally, a numerical example is given to show the potential of the proposed technique.

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