DocumentCode
779979
Title
A bounded real lemma for jump systems
Author
Seiler, Pete ; Sengupta, Raja
Author_Institution
Dept. of Mech. & Ind. Eng., Univ. of Illinois, Urbana, IL, USA
Volume
48
Issue
9
fYear
2003
Firstpage
1651
Lastpage
1654
Abstract
This note presents a bounded real lemma for discrete-time Markovian jump linear systems (MJLSs). We show that the linear matrix inequality in the bounded real lemma is both necessary and sufficient for this class of systems. For the case of one plant mode, this condition reduces to the standard necessary and sufficient condition for discrete-time systems. We envision this lemma being used to construct necessary and sufficient analysis and synthesis conditions for MJLSs.
Keywords
discrete time systems; linear matrix inequalities; linear systems; stochastic systems; Markovian jump systems; bounded real lemma; discrete-time systems; linear matrix inequality; linear systems; necessary condition; stochastic Lyapunov function; sufficient condition; Control systems; Controllability; Linear matrix inequalities; Linear systems; Observability; Riccati equations; Stability; Stochastic processes; Stochastic systems; Sufficient conditions;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.2003.817010
Filename
1231264
Link To Document