NECESSARY AND SUFFICIENT CONDITION FOR ROBUST STABILITY AND STABILIZABILITY OF CONTINUOUS-TIME LINEAR-SYSTEMS WITH MARKOVIAN JUMPS

Authors
COSTA OLV BOUKAS EK
Citation
Olv. Costa et Ek. Boukas, NECESSARY AND SUFFICIENT CONDITION FOR ROBUST STABILITY AND STABILIZABILITY OF CONTINUOUS-TIME LINEAR-SYSTEMS WITH MARKOVIAN JUMPS, Journal of optimization theory and applications, 99(2), 1998, pp. 359-379
Citations number
23
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of optimization theory and applications → ACNP
ISSN journal
00223239
Volume
99
Issue
2
Year of publication
1998
Pages
359 - 379
Database
ISI
SICI code
0022-3239(1998)99:2<359:NASCFR>2.0.ZU;2-M
Abstract
In this paper, we investigate the quadratic stability and quadratic st abilizability of the class of continuous-time linear systems with Mark ovian jumps and norm-bound uncertainties in the parameters. Under some appropriate assumptions, a necessary and sufficient condition is esta blished for mean-square quadratic stability and mean-square quadratic stabilizability of this class of systems. The quadratic guaranteed cos t control problem is also addressed via a LMI optimization problem.