Abstract
In this paper, we investigate almost-sure and moment stabilization of continuous time jump linear systems with a finite-state Markov jump form process. We first clarify the concepts of δ-moment stabilizability, exponential δ-moment stabilizability, and stochastic δ-moment stabilizability. We then present results on the relationships among these concepts. Coupled Riccati equations that provide necessary and sufficient conditions for mean-square stabilization are given in detail, and an algorithm for solving the coupled Riccati equations is proposed. Moreover, we show that individual mode controllability implies almost-sure stabilizability, which is not true for other types of stabilizability. Finally, we present some testable sufficient conditions for δ-moment stabilizability and almost-sure stabilizability.
| Original language | English |
|---|---|
| Pages (from-to) | 1590-1603 |
| Journal | IEEE Transactions on Automatic Control |
| Volume | 47 |
| Issue number | 10 |
| DOIs | |
| Publication status | Published - Oct 2002 |
| Externally published | Yes |
Bibliographical note
Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].Research Keywords
- δ-moment stabilizability
- Almost-sure stabilizability
- Coupled Riccati equations
- Jump linear systems