International Journal of Control · 2008 · 30 citations · 5 references
Natural SciencesMathematicsSystems EngineeringDiscrete MathematicsDynamical SystemsStochastic ProcessesControl SystemsControl TheoryDiscrete Dynamical SystemsMarkov ProcessesStochastic ControlStochastic StabilityControl FeedbackDescriptor State-space SystemsDiscrete-time ControlLinear Time-invariant SystemsMarkov Jump ProcessesMarkov Jump SystemsState Feedback ControlStochastic Dynamics
This paper deals with the class of linear discrete-time systems with random abrupt changes also known as class of Markovian jump singular systems. The problems of stochastic stability and the stochastic stabilisation (using state-feedback control and static output feedback control) are tackled. Conditions in the LMI setting to design the appropriate gains of the controllers are developed. It is shown that all the addressed problems can be solved if the corresponding developed linear matrix inequalities (LMIs) are feasible. Numerical examples are employed to show the usefulness of the proposed results.
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