New analysis and synthesis conditions for continuous Markov jump linear systems with partly known transition probabilities

作     者：Shen, M. Yang, G. -H. 

作者机构：Northeastern Univ Coll Informat Sci & Engn Shenyang 110004 Liaoning Peoples R China Northeastern Univ State Key Lab Synthet Automat Proc Ind Shenyang 110004 Liaoning Peoples R China 

出 版 物：《IET CONTROL THEORY AND APPLICATIONS》 (IET Control Theory Appl.)

年 卷 期：2012年第6卷第14期

页      面：2318-2325页

核心收录：

学科分类：0808[工学-电气工程] 08[工学] 0804[工学-仪器科学与技术] 0811[工学-控制科学与工程] 

基　　金：National 973 Program of China [2009CB320604] Funds of National Science of China [60974043, 61104015] Ministry of Education, China Foundation for the Author of National Excellent Doctoral Dissertation of PR China New Century Excellent Talents in University [NCET-11-0083] 

主　　题：linear systems control system analysis Markov processes stability control system synthesis solvability Algebra Stability in control theory stability analysis continuous transition probability matrix continuous Markov jump linear systems partly known transition probabilities synthesis problems computability continuous systems Control system analysis and synthesis methods probability linear matrix inequalities 

摘      要：In this study, the stability analysis and synthesis problems for continuous Markov jump linear systems with partly known transition probabilities are investigated. The partly known transition probabilities cover the cases that some elements are known, some are unknown with known lower and upper bounds and some are completely unknown. By making full use of the continuous transition probability matrix property, that is, the sum of transition probabilities is 0 for each row, a new method for the analysis and synthesis is presented in terms of solvability of a set of linear matrix inequalities. Compared to the existing results in the literature, it is shown that the proposed method is more effective to deal with the considered transition probabilities. Numerical examples are given to show the validity of the proposed method.