Necessary and Sufficient Condition for Robust Stability and Stabilizability of Continuous-Time Linear Systems with Markovian Jumps

O. L. V. Costa and E. K. Boukas
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O. L. V. Costa: University of Sao Paulo
E. K. Boukas: Eacute;cole Polytechnique de Montréal and GERAD

Journal of Optimization Theory and Applications, 1998, vol. 99, issue 2, No 4, 359-379

Abstract: Abstract In this paper, we investigate the quadratic stability and quadratic stabilizability of the class of continuous-time linear systems with Markovian jumps and norm-bound uncertainties in the parameters. Under some appropriate assumptions, a necessary and sufficient condition is established for mean-square quadratic stability and mean-square quadratic stabilizability of this class of systems. The quadratic guaranteed cost control problem is also addressed via a LMI optimization problem.

Keywords: Continuous-time linear systems; parameter uncertainties; Riccati equation; linear systems with Markovian jumps (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (4)

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DOI: 10.1023/A:1021722210476

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