Stabilisation of Discrete-Time Piecewise Homogeneous Markov Jump Linear System with Imperfect Transition Probabilities

Abstract EN

This paper is devoted to investigating the stability and stabilisation problems for discrete-time piecewise homogeneous Markov jump linear system with imperfect transition probabilities.

A sufficient condition is derived to ensure the considered system to be stochastically stable.

Moreover, the corresponding sufficient condition on the existence of a mode-dependent and variation-dependent state feedback controller is derived to guarantee the stochastic stability of the closed-loop system, and a new method is further proposed to design a static output feedback controller by introducing additional slack matrix variables to eliminate the equation constraint on Lyapunov matrix.

Finally, some numerical examples are presented to illustrate the effectiveness of the proposed methods.