Robust stability of Markov jump linear systems through randomized evaluations

Autor(es)

Vargas, Alessandro N. ^{[1, 2]} ; Montezuma, Marcio A. F. ^[1] ; Liu, Xinghua ^[3] ; Oliveira, Ricardo C. L. F. ^[4]

Afiliação do(s) autor(es)

^[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

• Tipo de documento: Artigo Científico
• Fonte: Applied Mathematics and Computation; v. 346, p. 287-294, APR 1 2019.
• Citações Web of Science: 1

Resumo

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)

• Processo FAPESP: 03/06736-7 - Controle e filtragem de sistemas estocásticos markovianos com saltos nos parâmetros
• Beneficiário: João Bosco Ribeiro do Val
• Modalidade de apoio: Auxílio à Pesquisa - Temático