Infinite Markov jump-bounded real lemma

Autor(es)

Todorov‚ M.G. ; Fragoso‚ M.D.

• Tipo de documento: Artigo Científico
• Fonte: SYSTEMS & CONTROL LETTERS; v. 57, n. 1, p. 64-70, 2008.

Resumo

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)

• 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