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Zbl 1209.93162
Zhang, Yan; He, Yong; Wu, Min; Zhang, Jie
Stabilization for Markovian jump systems with partial information on transition probability based on free-connection weighting matrices. (English)
[J] Automatica 47, No. 1, 79-84 (2011). ISSN 0005-1098

Summary: This paper focuses on stability and stabilization for a class of continuous-time Markovian jump systems with partial information on transition probability. The free-connection weighting matrix method is proposed to obtain a less conservative stability criterion of Markovian jump systems with partly unknown transition probability or completely unknown transition probability. As a result, a sufficient condition for a state feedback controller design is derived in terms of linear matrix inequalities. Finally, numerical examples are given to illustrate the effectiveness and the merits of the proposed method.

MSC 2000:: *93E15 Stochastic stability
60J75 Jump processes
15B48

Keywords: Markovian jump systems; transition rate; free-connection weighting matrix method; linear matrix inequalities

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