IEEE Transactions on Automatic Control, Vol.55, No.1, 195-201, 2010
Almost Sure Stabilization of Uncertain Continuous-Time Markov Jump Linear Systems
This work deals with the robust Almost Sure (AS) stabilization problem for continuous-time Markov Jump Linear Systems (MJLS). Norm-bounded uncertainties affecting the system state and input matrices are considered. A deterministically testable sufficient condition for robust AS stability is provided which relies on a bound on the 2-norm of the system transition matrix. Such a condition can be profitably employed also to design a robust feedback stabilization strategy. Such feedback design is based on a formulation of the sufficient condition for robust AS stability in terms of an equivalent LMI problem.
Keywords:Almost sure (AS) stability;Markov jump linear systems (MJLS);Markov processes;robust control;uncertain systems