Abstract
We investigate the exponential stability in the mean square sense for the systems with Markovian switching and impulse effects. Based on the statistic property of the Markov process, a stability criterion is established. Then, by the parameterizations via a family of auxiliary matrices, the dynamical output feedback controller can be solved via an LMI approach, which makes the closed-loop system exponentially stable. A numerical example is given to demonstrate the method.
Similar content being viewed by others
References
X. Mao, C. Yuan. Stochastic Differential Equations with Markovian Switching[M]. London: Imperial College Press, 2006.
X. Feng, K. A. Loparo, Y. Ji, et al. Stochastic stability properties of jump linear systems[J]. IEEE Transactions on Automatic Control, 1992, 37(1): 38–53.
Y. Ji, H. J. Chizeck. Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control[J]. IEEE Transactions on Automatic Control, 1990, 35(7): 777–788.
D. P. de Farias, J. C. Geromel, B. R. do Val, et al. Output feedback control of Markov jump linear systems in continuous-time [J]. IEEE Transactions on Automatic Control, 2000, 45(5): 944–949.
Z. Guan, T. Qian, X. Yu. Controllability and observability of linear time-varing impulsive systems[J]. IEEE Transactions on Circuits and Systems-I, 2002, 49(8): 1198–1207.
Z. Guan, D. J. Hill, X. Shen. On hybrid impulsive and switching systems and applications to nonlinear control[J]. IEEE Transactions on Automatic Control, 2005, 50(7): 1058–1062.
T. Yang. Impulsive Control Theory[M]. Berlin: Springer-Verlag, 2001.
H. Ye, A. N. Michel, L. Hou. Stability analysis of systems with impulse effects[J]. IEEE Transactions on Automatic Control, 1998, 43(12): 1719–1723.
H. Ye, A. N. Michel, L. Hou. Stability theory for hybrid dynamical systems[J]. IEEE Transactions on Automatic Control, 1998, 43(4): 461–474.
G. Xie, L. Wang. Necessary and sufficient conditions for controllability and observability of switched impulsive control systems[J]. IEEE Transactions on Automatic Control, 2004, 49(6): 960–966.
R. J. Elliott. Stochastic Calculus and Applications[M]. New York: Springer-Verlag, 1982.
Author information
Authors and Affiliations
Corresponding author
Additional information
This work was supported by the National Natural Science Foundation of China (No.60974027).
Shen CONG was born in 1976. He received his Ph.D. degree in Control Theory and Control Engineering from Southeast University, Nanjing, China, in 2007. He was a lecturer at Nanjing University of Science and Technology from 2007 to 2009. He is currently with Heilongjiang University. His research interests include switched systems, stochastic systems, and nonlinear systems control.
Yun ZOU was born in 1962. He received his Ph.D. degree in Control Theory and Control Engineering from Nanjing University of Science and Technology in 1990. Currently, he is a professor of Automatic Institute, Nanjing University of Science and Technology. His research interests include differential-algebraic equation systems, two-dimensional systems, and so on.
Yijun ZHANG was born in 1979. He received his Ph.D. degree in Control Theory and Control Engineering from Donghua University, Shanghai, China, in 2008. Currently, he is a lecturer at Nanjing University of Science and Technology. His research interests include neural networks, networked control systems, and so on.
Rights and permissions
About this article
Cite this article
Cong, S., Zou, Y. & Zhang, Y. Stability and output feedback stabilization for systems with Markovian switching and impulse effects. J. Control Theory Appl. 8, 453–456 (2010). https://doi.org/10.1007/s11768-010-8175-2
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11768-010-8175-2