PROJECT TITLE :

Stability and Disturbance Attenuation for Markov Jump Linear Systems with Time-Varying Transition Probabilities

ABSTRACT:

We tend to address stability and disturbance attenuation for Markov jump linear systems where transition chances vary in a very finite set. The time variation of the transition possibilities could be a priori known or unknown. Necessary and sufficient conditions for uniform stochastic stability and uniform stochastic disturbance attenuation are reported. In both cases, conditions are expressed as a group of finite-dimensional linear matrix inequalities which will be solved efficiently.


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