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

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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.

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Authors and Affiliations

  1. University of Sao Paulo, Sao Paulo, Brazil

    O. L. V. Costa (Professor)

  2. Mechanical Engineering Department, Eacute;cole Polytechnique de Montréal and GERAD, Montréal, Québec, Canada

    E. K. Boukas (Professor)

Authors
  1. O. L. V. Costa
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  2. E. K. Boukas
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Costa, O.L.V., Boukas, E.K. Necessary and Sufficient Condition for Robust Stability and Stabilizability of Continuous-Time Linear Systems with Markovian Jumps. Journal of Optimization Theory and Applications 99, 359–379 (1998). https://doi.org/10.1023/A:1021722210476

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  • DOI: https://doi.org/10.1023/A:1021722210476

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