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Almost Sure Stabilization for Feedback Controls of Regime-Switching Linear Systems With a Hidden Markov Chain

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3 Author(s)
Bercu, B. ; Inst. de Math. de Bordeaux, Univ. de Bordeaux, Talence, France ; Dufour, F. ; Yin, G.G.

This work is devoted to the almost sure stabilization of adaptive control systems that involve an unknown Markov chain. The control system displays continuous dynamics represented by differential equations and discrete events given by a hidden Markov chain. In the previous investigation on this class of problems, averaging criteria were used, which provides only the system behavior in some expectation sense. A closer scrutiny of the system behavior necessarily requires the consideration of sample path properties. Different from previous work on stabilization of adaptive controlled systems with a hidden Markov chain, where average criteria were considered, this work focuses on the almost sure stabilization or sample path stabilization of the underlying processes. Under simple conditions, it is shown that as long as the feedback controls have linear growth in the continuous component, the resulting process is regular. Moreover, by appropriate choice of the Lyapunov functions, it is shown that the adaptive system is stabilizable almost surely. As a by-product, it is also established that the controlled process is positive recurrent.

Published in:

Automatic Control, IEEE Transactions on  (Volume:54 ,  Issue: 9 )

Date of Publication:

Sept. 2009

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