Technical communique: A stability and contractiveness analysis of discrete-time Markovian jump linear systems

Authors:
Ji-Woong Lee;Geir E. Dullerud
Affiliations:
Department of Electrical and Computer Engineering, University of Florida, Gainesville, FL 32611, USA;Department of Mechanical and Industrial Engineering,University of Illinois at Urbana-Champaign, IL 61801, USA
Venue:
Automatica (Journal of IFAC)
Year:
2007

Citing 6
Cited 1

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Abstract

We propose performance criteria for discrete-time linear systems with Markov jumping parameters. Exact convex conditions for internal stability and contractiveness of such systems are expressed in terms of linear matrix inequalities. These conditions are of the same form as that in the Kalman-Yacubovich-Popov lemma.