Title :
Dissipativity and stability of nonlinear jump systems
Author_Institution :
Dept. of Syst. Eng., King Fahd Univ. of Pet. & Miner., Dhahran, Saudi Arabia
Abstract :
We extend the concept of dissipativeness developed for deterministic systems, to stochastic systems with Markov jump disturbances. We give necessary and sufficient conditions for the system to be dissipative in terms of a set of cross-coupled Hamilton-Jacobi inequalities. Finally, we discuss the relationship between the dissipativeness of the system and its stochastic stability
Keywords :
Markov processes; nonlinear control systems; stability; stochastic systems; Markov jump disturbances; cross-coupled Hamilton-Jacobi inequalities; dissipativeness; dissipativity; necessary and sufficient conditions; nonlinear jump systems; Control systems; DH-HEMTs; Measurement standards; Minerals; Nonlinear systems; Petroleum; Stability; Stochastic systems; Sufficient conditions; Systems engineering and theory;
Conference_Titel :
American Control Conference, 1999. Proceedings of the 1999
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4990-3
DOI :
10.1109/ACC.1999.783149