Title :
Robust Stability of a Class of Uncertain Markov Jump Nonlinear Systems
Author :
de Souza, Carlos E. ; Coutinho, Daniel F.
Author_Institution :
Dept. of Syst. & Control, Laboratorio Nacional de Computacao Ciendfica, Petropolis
Abstract :
This note addresses the problem of robust stability analysis for a class of Markov jump nonlinear systems subject to polytopic-type parameter uncertainty. A condition for robust local exponential mean square stability in terms of linear matrix inequalities is developed. An estimate of a robust domain of attraction of the origin is also provided. The approach is based on a stochastic Lyapunov function with polynomial dependence on the system state and uncertain parameters. A numerical example illustrates the proposed result
Keywords :
Lyapunov matrix equations; Markov processes; asymptotic stability; linear matrix inequalities; nonlinear systems; polynomials; robust control; stochastic systems; uncertain systems; Markov jump nonlinear systems; linear matrix inequalities; polynomial dependence; polytopic-type parameter uncertainty; robust local exponential mean square stability; stochastic Lyapunov function; Linear matrix inequalities; Linear systems; Lyapunov method; Nonlinear systems; Polynomials; Robust stability; Stability analysis; Stochastic systems; Uncertain systems; Uncertainty; Markov jump systems; nonlinear systems; stochastic Lyapunov functions; uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2006.883058
