Exponential dissipativeness of the random-structure diffusion processes and problems of robust stabilization
Consideration was given to the class of systems described by a finite set of the controllable control-affine diffusion Ito processes with stepwise transitions defined by the evolution of the uniform Markov chain (Markov switchings). For these systems, the notion of exponential dissipativity was introduced, and its theory was developed and used to estimate the possible variations of the output feedback law under which the system retains its robust stability. For the set of linear systems with uncertain parameters, proposed was a two-step procedure for determination of the output feedback control based on comparison with the stochastic model and providing their simultaneous robust stabilization. At the first step, the robust stabilizing control is established by means of an iterative algorithm. Then, the possible variations of the feedback law for which the robust stability is retained are estimated by solving a system of matrix linear inequalities. An example was presented.
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