Necessary and Sufficient Condition for Robust Stability and Stabilizability of Continuous-Time Linear Systems with Markovian Jumps |
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| Authors: | Costa O L V Boukas E K |
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| Institution: | (1) University of Sao Paulo, Sao Paulo, Brazil;(2) Mechanical Engineering Department, Eacute;cole Polytechnique de Montréal and GERAD, Montréal, Québec, Canada |
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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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| Keywords: | Continuous-time linear systems parameter uncertainties Riccati equation linear systems with Markovian jumps |
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