Feng, June, Lam, James and Shu, Zhan
Stabilization of Markovian systems via probability rate synthesis and output feedback.
IEEE Transactions on Automatic Control, 55, (3), . (doi:10.1109/TAC.2010.2040499).
This technical note is concerned with the stabilization problem of Markovian jump linear systems via designing switching probability rate matrices and static output-feedback gains. A novel necessary and sufficient condition is established to characterize the switching probability rate matrices that guarantee the mean square stability of Markovian jump linear systems. Based on this, a necessary and sufficient condition is provided for the existence of desired controller gains and probability rate matrices. Extensions to the polytopic uncertain case are also provided. All the conditions are formulated in terms of linear matrix inequalities with some equality constraints, which can be solved by two modified cone complementarity linearization algorithms. Examples are given to show the effectiveness of the proposed method
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