›› 2012, Vol. ›› Issue (06): 1558-1562.

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Robust stabilization of a class of uncertain Markov jump linear systems with partly unknown transition probabilities

ZHONG Xiang-nan, WANG Zhan-shan, ZHANG Hua-guang   

  1. School of Information Science & Engineering, Northeastern University, Shenyang 110004, China
  • Received:2011-09-13 Online:2012-11-01

Abstract: The robust stabilization problem of a class of continuous-time uncertain Markov jump linear systems with partial unknown transition probabilities was investigated. In contrast with existing literature, in this study, a new system is propose, in which not all elements of the transition probabilities were assumed to be known. By fully considering the properties of the relationship between the transition probabilities, the sufficient conditions for robust exponential stabilization of the underlying systems were derived via linear matrix inequality formulation. Moreover, the proposed concept of partial unknown transition probabilities does not require any acknowledge of the unknown elements, thus, the results obtained by the system have a wide range of applications. Numerical examples illustrate the feasibility of the proposed system.

Key words: automatic cont rol technology, continuous-time Markov jump linear systems, partly unknown transition probabilities, uncertain parameters, robust exponential stabilization, linear matrix inequality

CLC Number: 

  • TP273
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