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Robust Control of Markovian Switching Stochastic Systems with Noise Dependent States and Inputs |
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| Authors: | S Sathananthan M J Knap L H Keel |
| Institution: | 1. Department of Mathematics and Center of Excellence in ISEM , Tennessee State University , Nashville , Tennessee , USA satha@coe.tsuniv.edu;3. Department of Mathematics and Center of Excellence in ISEM , Tennessee State University , Nashville , Tennessee , USA;4. Department of Electrical and Computer Engineering and Center of Excellence in ISEM , Tennessee State University , Nashville , Tennessee , USA |
| Abstract: | A problem of state feedback stabilization of discrete-time stochastic processes under Markovian switching and random diffusion (noise) is considered. The jump Markovian switching is modeled by a discrete-time Markov chain. The control input is simultaneously applied to both the rate vector and the diffusion term. Sufficient conditions based on linear matrix inequalities (LMI's) for stochastic stability is obtained. The robustness results of such stability concept against all admissible uncertainties are also investigated. An example is given to demonstrate the obtained results. |
| Keywords: | Discrete-time systems Markovian switching Stochastic stability |