Title :
Analysis of mode-dependent statistics of Markovian jump linear systems
Author :
Lee, Ji-Woong ; Dullerud, Geir E.
Author_Institution :
Coordinated Sci. Lab., Illinois Univ., Urbana, IL, USA
Abstract :
This paper proposes performance criteria for linear systems with Markovian jumping parameters. Exact convex conditions for internal stability and contractiveness of such systems are expressed in the form of linear matrix inequalities.
Keywords :
H∞ control; Markov processes; control system analysis; discrete time systems; linear matrix inequalities; linear systems; stability; statistical analysis; H∞ control; Markovian jump linear systems; convex conditions; discrete time systems; internal stability; linear matrix inequalities; mode dependent statistic analysis; performance criteria; systems contractiveness; Erbium; Linear systems; Statistical analysis; Statistics; White noise;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1272431
