具有局部已知转移概率的连续时间Markov跳跃线性系统稳定性分析和镇定的新方法  

A new approach of stability analysis and stabilization for continuous-time Markov jump linear system with partly known transition probabilities

作　　者：沈淑梅[1] 沈谋全[2] 王明顺[2] 

机构地区：[1]中国航空工业集团公司洛阳电光设备研究所,河南洛阳471023 [2]东北大学信息科学与工程学院,沈阳110819

出　　处：《控制与决策》2012年第6期875-880,共6页Control and Decision

基　　金：国家自然科学基金项目(60974043);国家自然科学基金青年基金项目(60904010);111工程项目(B08015);国家创新研究群体研究基金项目(60821063)

摘　　要：考虑转移概率为部分已知情形下的连续时间Markov跳跃系统的稳定性和镇定问题.通过充分利用转移概率的边界信息,将现有文献中局部已知转移概率的定义进行了推广.通过充分使用连续时间Markov跳跃线性系统转移概率矩阵行和为零的性质,得到了新的基于线性矩阵不等式的稳定性分析和状态反馈镇定条件.当转移概率为完全已知时,所给出的条件便退化为现有文献的结果.最后,仿真算例表明了所给出方法的有效性.This paper considers the stability analysis and stabilization of continuous-time Markov jump linear systems（MJLSs） with partly known transition probabilities.According to the bounds of transition probabilities,the partly known transition probabilities considered cover the cases of known,unknown with known bounds and completely unknown.New sufficient conditions which can be applied to stability analysis and stabilization for the considered system are obtained in terms of LMIs.In the case that the transition probabilities are known,the results proposed are reduced to the existing ones.Finally,a numerical example verifies the effectiveness of the proposed method.

关 键 词：Markov跳跃线性系统 部分已知转移概率 参数依赖LYAPUNOV函数 线性矩阵不等式 

分 类 号：TP273[自动化与计算机技术—检测技术与自动化装置]