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Further criterion for stochastic stability analysis of semi‐Markovian jump linear systems
Author(s) -
Jiang Baoping,
Karimi Hamid Reza
Publication year - 2020
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/rnc.4900
Subject(s) - stability (learning theory) , mathematics , computer science , linear system , mathematical optimization , control theory (sociology) , control (management) , artificial intelligence , mathematical analysis , machine learning
Summary This article is devoted to provide further criterion for stochastic stability analysis of semi‐Markovian jump linear systems (S‐MJLSs), in which more generic transition rates (TRs) will be studied. As is known, the time‐varying TR is one of the key issues to be considered in the analysis of S‐MJLS. Therefore, this article is to investigate general cases for the TRs that covered almost all types, especially for the type that the jumping information from one mode to another is fully unknown, which is merely investigated before. By virtue of stochastic functional theory, sufficient conditions are developed to check stochastic stability of the underlying systems via linear matrix inequalities formulation combined with a maximum optimization algorithm. Finally, a numerical example is given to verify the validity and effectiveness of the obtained results.