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Robust state-feedback stabilization of jump linear systems via LMIs

✍ Scribed by Laurent El Ghaoui; Mustapha Ait Rami

Publisher: John Wiley and Sons
Year: 1996
Tongue: English
Weight: 494 KB
Volume: 6
Category: Article
ISSN: 1049-8923
DOI: 10.1002/(sici)1099-1239(199611)6:9/10<1015::aid-rnc266>3.0.co;2-0

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✦ Synopsis

We consider a linear system subject to Markovian jumps, with a time-varying, unknown-but-bounded transition probability matrix. We derive LMI conditions ensuring various second-moment stability properties for the system. The approach is then used to generate mode-dependent state-feedback control laws which stabilize the system in the mean-square sense. When the transition probability matrix is constantandknown,our conditions are necessary and sufficient.

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