Title :
Stabilization via switching of positive Markov jump linear systems
Author :
Bolzern, Paolo ; Colaneri, Patrizio ; De Nicolao, Giuseppe
Author_Institution :
Dipt. di Elettron., Politec. di Milano, Milan, Italy
Abstract :
This paper deals with positive Markov jump linear systems with an additional switching control signal that affects the stochastic subsystems dynamics. This control signal is used for stochastic stabilization and performance optimization. Stability for MJLS is considered in the sense of mean stability and almost-sure stability. Various sufficient conditions for stabilization and performance optimization are worked out, exploiting the positiveness of the system and the concept of stochastic co-positive piecewise linear control Lyapunov function.
Keywords :
Lyapunov methods; linear systems; stability; stochastic systems; MJLS stability; almost-sure stability; mean stability; positive Markov jump linear systems; stabilization; stochastic co-positive piecewise linear control Lyapunov function; stochastic stabilization; stochastic subsystems dynamics; sufficient conditions; switching control signal; Convergence; Linear systems; Markov processes; Stability criteria; Switches; Vectors;
Conference_Titel :
Decision and Control (CDC), 2014 IEEE 53rd Annual Conference on
Conference_Location :
Los Angeles, CA
Print_ISBN :
978-1-4799-7746-8
DOI :
10.1109/CDC.2014.7039748