Positive l1 State-Bounding Observer Design for Positive Interval Markovian Jump Systems

Abstract EN

This paper studies the problem of positive l1 state-bounding observer design for a class of positive Markovian jump systems with interval parameter uncertainties by a linear programming approach.

For the first, necessary and sufficient conditions are obtained for stochastic stability and l1 performance of positive Markovian jump systems by an “equivalent” deterministic positive linear system.

Furthermore, based on the results obtained in this paper, sufficient conditions for the existence of the positive l1 state-bounding observer are derived.

The conditions can be solved in terms of linear programming.

Finally, a numerical example is used to illustrate the effectiveness of the results obtained.