Uniform stabilization of discrete-time switched and Markovian jump linear systems (Q2491903): Difference between revisions

The authors consider discrete time linear switched systems of the form \[ x(t+1) = A_{\theta(t)} x(t) + B_{\theta(t)} u(t), \quad y(t) = C_{\theta(t)} x(t), \] where \(A_j\), \(B_j\), \(C_j\) are from a finite set and the switching signal is exogeneous, possible subject to a strongly connected switching path constraint. The goal is to uniformly exponentially stabilize the system by a dynamic output feedback, which is allowed to depend on a finite history of the switching signal. It is shown that the problem admits a characterization via linear matrix inequalities using an appropriate Lyapunov function formulation of the stability property. Based on this characterization, an algorithm for the computation of a stabilizing feedback law is derived and illustrated by examples.