New Results on Stability and Stabilization of Markovian Jump Systems with Partly Known Transition Probabilities

Abstract EN

This paper investigates the problem of stability and stabilization of Markovian jump linear systems with partial information on transition probability.

A new stability criterion is obtained for these systems.

Comparing with the existing results, the advantage of this paper is that the proposed criterion has fewer variables, however, does not increase any conservatism, which has been proved theoretically.

Furthermore, a sufficient condition for the state feedback controller design is derived in terms of linear matrix inequalities.

Finally, numerical examples are given to illustrate the effectiveness of the proposed method.