Abstract:
This article presents conditions to assure the mean-square stability of linear parameter-varying systems with Markov jumps. The model dynamics are driven not only by a Ma...Show MoreMetadata
Abstract:
This article presents conditions to assure the mean-square stability of linear parameter-varying systems with Markov jumps. The model dynamics are driven not only by a Markov chain but also by time-varying parameters that take values in a polytopic set. No assumption is imposed on how the parameters vary within the polytopic set, i.e., the variation rate can be arbitrarily fast. The proposed conditions stem from a homogeneous polynomial Lyapunov function in the state space, adapted to account for Markov jumps. The stability certificate is sought through linear matrix inequalities. Numerical examples illustrate this article’s contribution.
Published in: IEEE Transactions on Automatic Control ( Volume: 67, Issue: 11, November 2022)