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Stabilization for Markovian jump systems with partial information on transition probability based on free-connection weighting matrices. (English) Zbl 1209.93162
Summary: This paper focuses on stability and stabilization for a class of continuous-time Markovian jump systems with partial information on transition probability. The free-connection weighting matrix method is proposed to obtain a less conservative stability criterion of Markovian jump systems with partly unknown transition probability or completely unknown transition probability. As a result, a sufficient condition for a state feedback controller design is derived in terms of linear matrix inequalities. Finally, numerical examples are given to illustrate the effectiveness and the merits of the proposed method.

MSC:
93E15 Stochastic stability in control theory
60J75 Jump processes (MSC2010)
15B48 Positive matrices and their generalizations; cones of matrices
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