Robust Stability and Robust Stabilization of Discrete-time Linear Stochastic Systems∗
نویسندگان
چکیده
In this paper the problem of robust stabilization of a general class of discrete-time linear stochastic systems subject to Markovian jumping and independent random perturbations is investigated. A stochastic version of the bounded real lemma is derived and the small gain theorem is proved. Finally, methodology for the designing of a stabilizing feedback gain for discrete-time linear stochastic system with structured parametric uncertainties is proposed. MSC: 93E15, 93E20, 93C55, 93B36 keywords: discrete-time stochastic systems, input-output operators, bounded real lemma, small gain theorem, disturbance attenuation problem
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تاریخ انتشار 2010