Parametrized riccati equations for controlled linear differential systems with jump Markov perturbations |
| |
| Authors: | T. Morozan |
| |
| Affiliation: | Institute of Mathematics of the Romanian Academy , P.O. Box 1-764, Bucharest, RO-70700, Romania |
| |
| Abstract: | An input-output linear time-varying differential system with homogeneous jump Markov parameters and mean square exponential stable evolution is considered. We define a family T(t), t ≥ 0 of linear bounded input-output operators. It is proved that if sup ‖T(t)‖<γ then a parametrized by γ differential Riccati type system has a unique global bounded and stablizing solution. An application to the estimate of a stability radius is given |
| |
| Keywords: | |
|
|
