DocumentCode
3435294
Title
Bounded real lemma for nonhomogeneous Markovian jump linear systems
Author
Aberkane, Samir
Author_Institution
CRAN, Univ. Henri Poincare, Nancy 1, Vandœuvre-lès- Nancy, France
fYear
2011
fDate
12-15 Dec. 2011
Firstpage
4692
Lastpage
4697
Abstract
In this note, a bounded real lemma is established for discrete-time Markov jump linear systems with nonhomogeneous finite state Markov chain. Different cases, depending on the time variation character of the transition probabilities (TPs), are considered. Namely, arbitrary variation and periodic variation.
Keywords
Markov processes; discrete time systems; linear systems; arbitrary variation; bounded real lemma; discrete-time Markov jump linear system; nonhomogeneous finite state Markov chain; periodic variation; time variation character; transition probability; Bismuth; Conferences; Eigenvalues and eigenfunctions; Linear systems; Markov processes; Riccati equations; Symmetric matrices;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
Conference_Location
Orlando, FL
ISSN
0743-1546
Print_ISBN
978-1-61284-800-6
Electronic_ISBN
0743-1546
Type
conf
DOI
10.1109/CDC.2011.6160918
Filename
6160918
Link To Document