| Full text | |
| Author(s): |
Vargas, Alessandro N.
[1, 2]
;
Montezuma, Marcio A. F.
[1]
;
Liu, Xinghua
[3]
;
Oliveira, Ricardo C. L. F.
[4]
Total Authors: 4
|
| Affiliation: | [1] Univ Tecnol Fed Parana UTFPR, Av Alberto Carazzai 1640, BR-86300000 Cornelio Procopio, PR - Brazil
[2] UPC Barcelona Tech, Escola Engn Barcelona Est, CoDAlab Control Dynam & Applicat, Carrer Eduard Maristany 10-14, Barcelona 08930 - Spain
[3] Xian Univ Technol, Sch Automat & Informat Engn, Dept Elect Engn, Xian 710048, Shaanxi - Peoples R China
[4] Univ Estadual Campinas, UNICAMP, FEEC, Av Albert Einstein 400, BR-13083852 Campinas, SP - Brazil
Total Affiliations: 4
|
| Document type: | Journal article |
| Source: | Applied Mathematics and Computation; v. 346, p. 287-294, APR 1 2019. |
| Web of Science Citations: | 1 |
| Abstract | |
The paper presents a method for checking the robust mean square stability of continuous-time Markov jump linear systems. The robustness arises in the analysis due to the assumption that the Markovian transition probability matrix is partially known. The corresponding infinite-dimensional robust stability problem, difficult to solve, is then converted into a probabilistic problem, amenable to the numerical viewpoint, taking advantage of the randomized (scenario) approach. The paper shows examples-including a real-time electronic-circuit application-for which the results from the literature fail to determine the robust stability but the randomized approach gives a positive answer. (C) 2018 Elsevier Inc. All rights reserved. (AU) | |
| FAPESP's process: | 03/06736-7 - Control and filtering of Markovian jumping parameters stochastic systems |
| Grantee: | João Bosco Ribeiro do Val |
| Support Opportunities: | Research Projects - Thematic Grants |