access icon free Towards less conservative stabilisation conditions for Markovian jump linear systems with partly unknown transition probabilities

© The Institution of Engineering and Technology
Received 29/04/2013, Published

The problem of deriving less conservative stability and stabilisation conditions for a class of discrete-time Markovian jump linear systems with partly unknown transition probabilities is investigated. To do so, traditional conditions under consideration are first formulated to be with homogeneous polynomial dependence on partly unknown transition probabilities, and then be converted into a finite set of linear matrix inequalities via a relaxation process that can incorporate all possible slack variables coupled with transition probabilities.

Inspec keywords: stochastic systems; discrete time systems; linear matrix inequalities; stability; probability

Other keywords: homogeneous polynomial dependence; relaxation process; discrete-time Markovian jump linear systems; unknown transition probabilities; transition probabilities; slack variables; linear matrix inequalities; conservative stabilisation conditions

Subjects: Other topics in statistics; Time-varying control systems; Stability in control theory; Discrete control systems; Algebra; Control system analysis and synthesis methods

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