Advanced search
Start date
Betweenand
(Reference retrieved automatically from Google Scholar through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Infinite Markov jump-bounded real lemma

Full text
Author(s):
Todorov‚ M.G. ; Fragoso‚ M.D.
Total Authors: 2
Document type: Journal article
Source: SYSTEMS & CONTROL LETTERS; v. 57, n. 1, p. 64-70, 2008.
Abstract

A bounded real lemma is established, providing an equivalent condition to stochastic stability (SS) of a continuous-time infinite Markovian jump linear system (MJLS) with a prescribed L-2-stochastic disturbance attenuation level gamma in terms of existence of solutions to an infinite set of coupled linear matrix inequalities (LMIs). Besides the interest in its own right, the main result provides a fundamental tool for the development of an H-infinity-like theory devoted to this class of systems. (C) 2007 Elsevier B.V. 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