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IEEE Transactions on Automatic Control, Vol.61, No.5, 1413-1418, 2016
Stability and Disturbance Attenuation for Markov Jump Linear Systems with Time-Varying Transition Probabilities
We address stability and disturbance attenuation for Markov jump linear systems where transition probabilities vary in a finite set. The time variation of the transition probabilities may be a priori known or unknown. Necessary and sufficient conditions for uniform stochastic stability and uniform stochastic disturbance attenuation are reported. In both cases, conditions are expressed as a set of finite-dimensional linear matrix inequalities that can be solved efficiently.
Keywords:Linear matrix inequalities;Markov jump linear systems;networked control systems;stochastic systems;time-varying transition probabilities