Title :
Bounded real lemma for nonhomogeneous Markovian jump linear systems
Author_Institution :
CRAN, Univ. Henri Poincare, Nancy 1, Vandœuvre-lès- Nancy, France
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;
Conference_Titel :
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
978-1-61284-800-6
Electronic_ISBN :
0743-1546
DOI :
10.1109/CDC.2011.6160918
