离散广义Markov跳变系统的镇定性

针对转移概率部分未知情况下的离散时间广义Markov跳变系统,研究了系统的稳定性和镇定性。转移概率部分未知的情况包含了转移概率完全已知和完全未知两种特殊情况,具有更广泛的实际意义。首先利用线性矩阵不等式方法,将离散Markov跳变系统的结论推广到离散广义Markov跳变系统,提出了使开环系统随机稳定的充分条件;在此基础上,进一步提出了闭环系统可镇定的判据,并表示为线性矩阵不等式形式;最后,通过仿真算例验证了所提方法的有效性。

Stabilization of Discrete-Time Singular Markov Jump Systems

The problems of stability and stabilization are investigated for a kind of discrete-time singular Markov jump systems with partly unknown transition probabilities.Including two special cases of completely known and completely unknown transition probabilities,the proposed systems with partly unknown transition probabilities are more practical.A sufficient condition for stochastic stability of open-loop discrete-time singular Markov jump systems is derived from the results of discrete-time Markov jump systems by employing linear matrix inequality technique.Moreover,a criterion for feedback stabilization of closed-loop systems is proposed in terms of a set of linear matrix inequalities.Finally,a numerical example is given to illustrate the validity of the proposed results.