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IEEE Transactions on Automatic Control, Vol.47, No.10, 1590-1603, 2002
Stabilization of continuous-time jump linear systems
In this paper, we investigate almost-sure and moment stabilization of continuous time jump linear systems with a finite-state Markov jump form process. We first clarify the concepts of delta-moment stabilizability, exponential delta-moment stabilizability, and stochastic delta-moment stabilizability. We then present results on the relationships among these concepts. Coupled Riccati equations that provide necessary and sufficient conditions for mean-square stabilization are given in detail, and an algorithm for solving the coupled Riccati equations is proposed. Moreover, we show that individual mode controllability implies almost-sure stabilizability, which is not true for other types of stabilizability. Finally, we present some testable sufficient conditions for delta-moment stabilizability and almost-sure stabilizability.
Keywords:almost-sure stabilizability;coupled Riccati equations;delta-moment stabilizability;jump linear systems