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The LMI Approach for Stabilizing of Linear Stochastic Systems
Author
Source
International Journal of Stochastic Analysis
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-5, 5 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-08-29
Country of Publication
Egypt
No. of Pages
5
Main Subjects
Abstract EN
Stochastic linear systems subjected both to Markov jumps and to multiplicative white noise are considered.
In order to stabilize such type of stochastic systems, the so-called set of generalized discrete-time algebraic Riccati equations has to be solved.
The LMI approach for computing the stabilizing symmetric solution (which is in fact the equilibrium point) of this system is studied.
We construct a new modification of the standard LMI approach, and we show how to apply the new modification.
Computer realizations of all modifications are compared.
Numerical experiments are given where the LMI modifications are numerically compared.
Based on the experiments the main conclusion is that the new LMI modification is faster than the standard LMI approach.
American Psychological Association (APA)
Ivanov, Ivan Ganchev. 2013. The LMI Approach for Stabilizing of Linear Stochastic Systems. International Journal of Stochastic Analysis،Vol. 2013, no. 2013, pp.1-5.
https://search.emarefa.net/detail/BIM-460001
Modern Language Association (MLA)
Ivanov, Ivan Ganchev. The LMI Approach for Stabilizing of Linear Stochastic Systems. International Journal of Stochastic Analysis No. 2013 (2013), pp.1-5.
https://search.emarefa.net/detail/BIM-460001
American Medical Association (AMA)
Ivanov, Ivan Ganchev. The LMI Approach for Stabilizing of Linear Stochastic Systems. International Journal of Stochastic Analysis. 2013. Vol. 2013, no. 2013, pp.1-5.
https://search.emarefa.net/detail/BIM-460001
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-460001