Stabilisation of Discrete-Time Piecewise Homogeneous Markov Jump Linear System with Imperfect Transition Probabilities
نویسندگان
چکیده
منابع مشابه
Stabilization Analysis and Synthesis of Discrete-Time Descriptor Markov Jump Systems with Partially Unknown Transition Probabilities
A sufficient condition for the open loop system to be regular, causal and stochastically stable is proposed for a class of discrete-time descriptor Markov jump systems with partly unknown transition probabilities. The proposed criteria are in the form of a set of strict linear matrix inequalities and convenient for numerical realization. The presented condition used the information of unknown t...
متن کاملOptimization of Markov jump linear system with controlled jump probabilities of modes
The optimal control p roblem of Markov jump linear quadratic model with controlled jump probabilities of modes is investigated. Two kinds of mode control policies , open2loop control policy and close2loop control policy , are considered. By using policy iteration and performance potential concept , a sufficient condition for the optimal close2 loop control policy being better than the optimal o...
متن کاملRobust stability, ℋ2 analysis and stabilisation of discrete-time Markov jump linear systems with uncertain probability matrix
The stability and the problem of H2 guaranteed cost computation for discrete-time Markov jump linear systems (MJLS) are investigated, assuming that the transition probability matrix is not precisely known. It is generally difficult to estimate the exact transition matrix of the underlying Markov chain and the setting has an special interest for applications of MJLS. The exact matrix is assumed ...
متن کاملFault detection reduced-order filter design for discrete-time Markov jump system with deficient transition information
The paper addresses the fault detection (FD) problem for a class of discrete-time Markov jump linear systems (MJLSs) with deficient transition rates, which simultaneously considers the totally known, partly unknown, and uncertain transition rates. Then, in accordance with the linear matrix inequality (LMI) method and the convexification techniques, a sufficient condition for the existence of FD...
متن کاملReliable H-infinity Filtering for Discrete Time-Delay Markovian Jump Systems with Partly Unknown Transition Probabilities
In this paper, the reliable H∞ filtering problem is studied for a class of discrete nonlinear Markovian jump systems with sensor failures and time delays. The transition probabilities of the jumping process are assumed to be partly unknown. The failures of sensors are quantified by a variable taking values in a given interval. The time-varying delay is unknown with given lower and upper bounds....
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2015
ISSN: 1024-123X,1563-5147
DOI: 10.1155/2015/720353