Stability and disturbance attenuation for a switched Markov jump linear system
Systems and Control
2014-11-24 v1 Optimization and Control
Abstract
We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. 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
Cite
@article{arxiv.1411.5923,
title = {Stability and disturbance attenuation for a switched Markov jump linear system},
author = {Collin C. Lutz and Daniel J. Stilwell},
journal= {arXiv preprint arXiv:1411.5923},
year = {2014}
}