Stabilization of stochastic Markovian jump systems with partially unknown transition probabilities and multiplicative noise
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Publication:1992959
Summary: We are concerned with the problems of stability and stabilization for stochastic Markovian jump systems subject to partially unknown transition probabilities and multiplicative noise, including the continuous- and discrete-time cases. Sufficient conditions guaranteeing systems considered to be asymptotically stable in the mean square are presented in the form of LMIs. Furthermore, the desired state feedback controllers are designed. It is shown that, by introducing the free-weighing matrix method, the results we have obtained not only are less conservative than the existing ones but also can be regarded as extensions of the corresponding results of Markovian jump systems without noise. Numerical examples are finally provided to illustrate the effectiveness of the proposed theoretical results.
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Cited in
(9)- Stability and stabilization of Markovian jump linear systems with partly unknown transition probabilities
- Disturbance attenuation and rejection for stochastic Markovian jump system with partially known transition probabilities
- Stabilization of hidden semi-Markov jump systems: emission probability approach
- Stabilization of Markovian jump systems with unknown system matrices
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