STABILITY OF DISCRETE-TIME LINEAR-SYSTEMS WITH MARKOVIAN JUMPING PARAMETERS

Authors
BOUKAS EK YANG H
Citation
Ek. Boukas et H. Yang, STABILITY OF DISCRETE-TIME LINEAR-SYSTEMS WITH MARKOVIAN JUMPING PARAMETERS, MCSS. Mathematics of control, signals and systems, 8(4), 1995, pp. 390-402
Citations number
15
Categorie Soggetti
Controlo Theory & Cybernetics","Engineering, Eletrical & Electronic",Mathematics,"Robotics & Automatic Control
Journal title
MCSS. Mathematics of control, signals and systems → ACNP
ISSN journal
09324194
Volume
8
Issue
4
Year of publication
1995
Pages
390 - 402
Database
ISI
SICI code
0932-4194(1995)8:4<390:SODLWM>2.0.ZU;2-T
Abstract
This paper deals with the robustness of a class of discrete-time linea r systems with Markovian jumping parameters and unknown but bounded un certainties. Assuming that the Markovian jump process (disturbance) ha s finite state space and that there is complete access to the system's state and its mode, we establish necessary and sufficient conditions for stochastic stability of the autonomous nominal model. We also esta blish sufficient conditions for robust stability for this class of unc ertain systems under matching conditions and with bounded uncertaintie s.