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Stochastic stability and guaranteed cost control of discrete-time uncertain systems with Markovian jumping parameters. (English) Zbl 0918.93060
Discrete-time systems with jump Markov parameters are considered. First, robust mean square stability and state feedback stabilization are discussed for norm bounded parameter perturbations. Then, a controller for maintaining robust performance in the presence of perturbations is derived.

MSC:
93E15 Stochastic stability in control theory
93C55 Discrete-time control/observation systems
93E20 Optimal stochastic control
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