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Stochastic Stabilization of Markovian Jump Systems with Partial Unknown Transition Probabilities and Actuator Saturation

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Abstract

The stochastic stabilization problem of Markovian jump systems subject to both partial unknown transition probabilities and actuator saturation is considered in this paper. Different from the previous results where complete knowledge on the transition probabilities is available, a new controller synthesis scheme is proposed as well as an estimate of the domain of attraction in mean square sense. A sufficient condition is first established to guarantee the stochastic stability of the closed-loop system. An optimization problem with LMI constraints is then formulated to determine the largest contractively invariant set in mean square sense. Finally, a numerical example is provided to show the effectiveness of our method.

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Authors and Affiliations

  1. Tianjin Key Laboratory of Process Measurement and Control, School of Electrical Engineering and Automation, Tianjin University, Tianjin, 300072, P.R. China

    Yijing Wang, Zhiqiang Zuo & Yulong Cui

Authors
  1. Yijing Wang
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  2. Zhiqiang Zuo
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  3. Yulong Cui
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Corresponding author

Correspondence to Yijing Wang.

Additional information

This work was supported by the National Natural Science Foundation of China No. 60774039, No. 60974024, No. 61074089 and the Independent Innovation Foundation of Tianjin University.

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Wang, Y., Zuo, Z. & Cui, Y. Stochastic Stabilization of Markovian Jump Systems with Partial Unknown Transition Probabilities and Actuator Saturation. Circuits Syst Signal Process 31, 371–383 (2012). https://doi.org/10.1007/s00034-011-9297-6

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  • DOI: https://doi.org/10.1007/s00034-011-9297-6

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