Impulsive Markov jump linear systems: Stability analysis and H2 control |
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| Affiliation: | 1. Department of Applied Mathematics, Zhejiang University of Technology, Hangzhou 310023, PR China;2. Department of Electrical & Computer Engineering, National University of Singapore, Singapore 117576, Singapore;1. MOE-LCSM, School of Mathematics and Statistics, Hunan Normal University, Changsha 410081, China;2. Key Laboratory of Applied Statistics and Data Science, Hunan Normal University, College of Hunan Province, Changsha 410081, China |
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| Abstract: | In this work, we present an impulsive Markov jump linear system model. We show how the present model generalises previous works from the literature, and we devise necessary and sufficient conditions for stability and performance, together with mode-dependent state-feedback control design conditions for such systems. An applied example shows how the developed theory can be used to control strategies under actuator and sensor failures. |
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| Keywords: | Stochastic systems Impulsive systems Linear systems Convex optimisation |
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