Robust stability and stabilization of linear stochastic systems with Markovian switching and uncertain transition rates. (English) Zbl 1307.93320
Summary: This paper is concerned with the robust stabilization problem for a class of linear uncertain stochastic systems with Markovian switching. The uncertain stochastic system with Markovian switching under consideration involves parameter uncertainties both in the system matrices and in the mode transition rates matrix. New criteria for testing the robust stability of such systems are established in terms of Bi-Linear Matrix Inequalities (BLMIs), and sufficient conditions are proposed for the design of robust state-feedback controllers. A numerical example is given to illustrate the effectiveness of our results.
MSC:
| 93D09 | Robust stability |
| 93D21 | Adaptive or robust stabilization |
| 93E15 | Stochastic stability in control theory |
| 60J75 | Jump processes (MSC2010) |
Keywords:
bi-linear matrix inequalities (BLMIs); robust stabilization; stochastic system with Markovian switching; uncertain transition ratesReferences:
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