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Stabilization of Markovian systems via probability rate synthesis and output feedback

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), pp. 773-777. (doi:10.1109/TAC.2010.2040499).

Record type: Article


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
Organisations: Mechatronics


Local EPrints ID: 199715
ISSN: 0018-9286
PURE UUID: 8441d110-5119-45ea-86a0-ca5597f113e4
ORCID for Zhan Shu: ORCID iD

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Date deposited: 19 Oct 2011 14:03
Last modified: 18 Jul 2017 11:16

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Author: June Feng
Author: James Lam
Author: Zhan Shu ORCID iD

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