Dissipativity of diffusion Itô processes with Markovain switching and problems of robust stabilization

  • Authors:
  • P. V. Pakshin

  • Affiliations:
  • Arzamas Polytechnical Institute of Nizhni Novgorod State Technical University, Arzamas, Russia

  • Venue:
  • Automation and Remote Control
  • Year:
  • 2007

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Abstract

Consideration is given to a class of systems described by a finite set of controlled diffusion Itô processes that are control-affine, with jump transitions between them, and are defined by the evolution of a uniform Markovian chain (Markovian switching). Each state of this chain corresponds to a certain system mode. A stochastic version of the notion dissipativity by Willems is introduced, and properties of diffusion processes with Markovian switching are studied. The relationship between passivity and stabilizability in the process of output-feedback control is established. The obtained results are applied to the problem of robust simultaneous stabilization for the set of nonlinear systems with undetermined parameters. As a partial case, a problem of robust simultaneous stabilization for the set of linear systems where final results are obtained in terms of linear matrix inequalities.