Stabilization of Markovian systems via probability rate synthesis and output feedback
Stabilization of Markovian systems via probability rate synthesis and output feedback
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
773-777
Feng, June
ae8d8122-06e3-4d5f-99ee-69ac160d457b
Lam, James
3eea3836-efda-430c-9ad4-ae4f3d4b8c4a
Shu, Zhan
ea5dc18c-d375-4db0-bbcc-dd0229f3a1cb
March 2010
Feng, June
ae8d8122-06e3-4d5f-99ee-69ac160d457b
Lam, James
3eea3836-efda-430c-9ad4-ae4f3d4b8c4a
Shu, Zhan
ea5dc18c-d375-4db0-bbcc-dd0229f3a1cb
Feng, June, Lam, James and Shu, Zhan
(2010)
Stabilization of Markovian systems via probability rate synthesis and output feedback.
IEEE Transactions on Automatic Control, 55 (3), .
(doi:10.1109/TAC.2010.2040499).
Abstract
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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Published date: March 2010
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Local EPrints ID: 199715
URI: http://eprints.soton.ac.uk/id/eprint/199715
ISSN: 0018-9286
PURE UUID: 8441d110-5119-45ea-86a0-ca5597f113e4
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Date deposited: 19 Oct 2011 14:03
Last modified: 14 Mar 2024 04:16
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Author:
June Feng
Author:
James Lam
Author:
Zhan Shu
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