Stochastic stability and guaranteed cost control of discrete-time uncertain systems with Markovian jumping parameters. (English) Zbl 0918.93060

Boukas, El-Kébir; Shi, Peng

Int. J. Robust Nonlinear Control 8, No. 13, 1155-1167 (1998).

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.

Reviewer: E.Yaz (Fayetteville)

MSC:

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

Keywords:

optimal stochastic control; robust stochastic stabilization; discrete-time systems; jump Markov parameters; robust mean square stability