Stability and disturbance attenuation for a switched Markov jump linear\n system

2014/11/21 by Collin C. Lutz, Lutz, Collin C., Daniel J. Stilwell +1
Business, Management and Accounting · Computer Science · Engineering · #Advanced Queuing Theory Analysis #Control Systems and Identification #FOS: Electrical engineering #FOS: Mathematics #Matrix Theory and Algorithms #Optimization and Control (math.OC) #Stability and Control of Uncertain Systems #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.1411.5923

openalex publication_date 2014/11/21 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We address a class of Markov jump linear systems that are characterized by\nthe underlying Markov process being time-inhomogeneous with a priori unknown\ntransition probabilities. Necessary and sufficient conditions for uniform\nstochastic stability and uniform stochastic disturbance attenuation are\nreported. In both cases, conditions are expressed as a set of\nfinite-dimensional linear matrix inequalities that can be solved efficiently.\n

Citations

• Uniform stabilization of discrete-time switched and Markovian jump linear systems
• Dissipative dynamical systems part I: General theory

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