Title :
Infinite Markov Jump Bounded Real Lemma
Author :
Todorov, Marcos G. ; Fragoso, Marcelo D.
Author_Institution :
Nat. Lab. for Sci. Comput., Rio de Janeiro
Abstract :
A bounded real lemma is established, providing an equivalent condition to stochastic stability (SS) of a continuous- time infinite Markovian jump linear system (MJLS) with a prescribed L2-stochastic disturbance attenuation level gamma in terms of existence of solutions to an infinite set of coupled linear matrix inequalities (LMIs). Besides the interest in its own right, the main result provides a fundamental tool for the development of an Hinfin-like theory devoted to this class of systems.
Keywords :
Markov processes; continuous time systems; linear matrix inequalities; linear systems; Hinfin-like theory; L2-stochastic disturbance; Linear Matrix Inequalities; bounded real lemma; continuous- time infinite Markovian jump linear system; stochastic stability; Attenuation; Cities and towns; Control systems; Councils; Linear antenna arrays; Linear systems; Markov processes; State-space methods; Stochastic processes; Stochastic systems;
Conference_Titel :
American Control Conference, 2007. ACC '07
Conference_Location :
New York, NY
Print_ISBN :
1-4244-0988-8
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2007.4282217
