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Stability of discrete-time linear systems with Markovian jumping parameters

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Abstract

This paper deals with the robustness of a class of discrete-time linear systems with Markovian jumping parameters and unknown but bounded uncertainties. Assuming that the Markovian jump process (disturbance) has finite state space and that there is complete access to the system's state and its mode, we establish necessary and sufficient conditions for stochastic stability of the autonomous nominal model. We also establish sufficient conditions for robust stability for this class of uncertain systems under matching conditions and with bounded uncertainties.

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Authors and Affiliations

  1. Mechanical Engineering Department, École Polytechnique de Montréal, station “Centre-ville”, P.O. Box 6079, H3C 3A7, Montréal, Quebec, Canada

    E. K. Boukas & H. Yang

Authors
  1. E. K. Boukas
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  2. H. Yang
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Additional information

The research of the first author was supported by the Natural Sciences and Engineering Research Council of Canada under Grant OGP0036444.

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Boukas, E.K., Yang, H. Stability of discrete-time linear systems with Markovian jumping parameters. Math. Control Signal Systems 8, 390–402 (1995). https://doi.org/10.1007/BF01209692

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  • DOI: https://doi.org/10.1007/BF01209692

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