A stability and contractiveness analysis of discrete-time Markovian jump linear systems

Ji Woong Lee; Geir E. Dullerud

doi:10.1016/j.automatica.2006.07.020

A stability and contractiveness analysis of discrete-time Markovian jump linear systems

Research output: Contribution to journal › Article › peer-review

Abstract

We propose performance criteria for discrete-time linear systems with Markov jumping parameters. Exact convex conditions for internal stability and contractiveness of such systems are expressed in terms of linear matrix inequalities. These conditions are of the same form as that in the Kalman-Yacubovich-Popov lemma.

Original language	English (US)
Pages (from-to)	168-173
Number of pages	6
Journal	Automatica
Volume	43
Issue number	1
DOIs	https://doi.org/10.1016/j.automatica.2006.07.020
State	Published - Jan 2007

Keywords

Bounded real lemma
Linear matrix inequality
Markovian jump systems
Positive systems

ASJC Scopus subject areas

Control and Systems Engineering
Electrical and Electronic Engineering

Online availability

10.1016/j.automatica.2006.07.020

Library availability

Discover UIUC Full Text

Cite this

@article{ce3acd67abd14433912e3688cf4e1ac7,

title = "A stability and contractiveness analysis of discrete-time Markovian jump linear systems",

abstract = "We propose performance criteria for discrete-time linear systems with Markov jumping parameters. Exact convex conditions for internal stability and contractiveness of such systems are expressed in terms of linear matrix inequalities. These conditions are of the same form as that in the Kalman-Yacubovich-Popov lemma.",

keywords = "Bounded real lemma, Linear matrix inequality, Markovian jump systems, Positive systems",

author = "Lee, {Ji Woong} and Dullerud, {Geir E.}",

note = "Funding Information: This work was supported in part by AFOSR URI Grant F49620-01-1-0365. The authors would like to thank the reviewers who made valuable comments to improve the paper.",

year = "2007",

month = jan,

doi = "10.1016/j.automatica.2006.07.020",

language = "English (US)",

volume = "43",

pages = "168--173",

journal = "Automatica",

issn = "0005-1098",

publisher = "Elsevier Limited",

number = "1",

}

TY - JOUR

T1 - A stability and contractiveness analysis of discrete-time Markovian jump linear systems

AU - Lee, Ji Woong

AU - Dullerud, Geir E.

N1 - Funding Information: This work was supported in part by AFOSR URI Grant F49620-01-1-0365. The authors would like to thank the reviewers who made valuable comments to improve the paper.

PY - 2007/1

Y1 - 2007/1

N2 - We propose performance criteria for discrete-time linear systems with Markov jumping parameters. Exact convex conditions for internal stability and contractiveness of such systems are expressed in terms of linear matrix inequalities. These conditions are of the same form as that in the Kalman-Yacubovich-Popov lemma.

AB - We propose performance criteria for discrete-time linear systems with Markov jumping parameters. Exact convex conditions for internal stability and contractiveness of such systems are expressed in terms of linear matrix inequalities. These conditions are of the same form as that in the Kalman-Yacubovich-Popov lemma.

KW - Bounded real lemma

KW - Linear matrix inequality

KW - Markovian jump systems

KW - Positive systems

UR - http://www.scopus.com/inward/record.url?scp=33751249883&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=33751249883&partnerID=8YFLogxK

U2 - 10.1016/j.automatica.2006.07.020

DO - 10.1016/j.automatica.2006.07.020

M3 - Article

AN - SCOPUS:33751249883

SN - 0005-1098

VL - 43

SP - 168

EP - 173

JO - Automatica

JF - Automatica

IS - 1

ER -

A stability and contractiveness analysis of discrete-time Markovian jump linear systems

Abstract

Keywords

ASJC Scopus subject areas

Online availability

Library availability

Related links

Fingerprint

Cite this