DocumentCode
3159732
Title
Infinite Markov Jump Bounded Real Lemma
Author
Todorov, Marcos G. ; Fragoso, Marcelo D.
Author_Institution
Nat. Lab. for Sci. Comput., Rio de Janeiro
fYear
2007
fDate
9-13 July 2007
Firstpage
317
Lastpage
322
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;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2007. ACC '07
Conference_Location
New York, NY
ISSN
0743-1619
Print_ISBN
1-4244-0988-8
Electronic_ISBN
0743-1619
Type
conf
DOI
10.1109/ACC.2007.4282217
Filename
4282217
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