Stabilization of jump linear systems without noise

Author

Feng, Liu ; Dong, H.B. ; Miaoyu

Author_Institution

Sch. of Electron. & Inf. Eng., Beijing Jiaotong Univ., Beijing, China

fYear

2009

fDate

17-19 June 2009

Firstpage

4834

Lastpage

4837

Abstract

The adaptive stabilization problem of linear systems with unknown parameters and without noise models is studied in this paper, we investigate continuous time jump linear systems with a finite-state hidden Markov jump form process. A sufficient condition characterizing the adaptive stabilizability of the system is found, which hings on the existence of a set of algebraic coupled Riccati equations. It is worth mentioning that a constructive method for designing stabilizing feedback law is provided in this paper.

Keywords

continuous time systems; control system synthesis; feedback; finite state machines; hidden Markov models; linear systems; stability; adaptive stabilization problem; algebraic coupled Riccati equations; continuous time jump linear systems; finite-state hidden Markov jump form process; jump linear system stabilization; noise models; stabilizing feedback law; Adaptive control; Design methodology; Feedback; Finance; Hidden Markov models; Linear systems; Markov processes; Optimal control; Riccati equations; Sufficient conditions; Stabilization; coupled Riccati equations; estimation; jump linear systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Control and Decision Conference, 2009. CCDC '09. Chinese

Conference_Location

Guilin

Print_ISBN

978-1-4244-2722-2

Electronic_ISBN

978-1-4244-2723-9

Type

conf

DOI

10.1109/CCDC.2009.5194874

Filename

5194874