Stochastic stability analysis of periodic uncertain markov jump systems with partially known information

Zhu, L.; Yin, YanYan; Liu, Y.; Liu, F.

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Authors

Zhu, L.

Yin, YanYan

Liu, Y.

Liu, F.

Date

2017

Type

Journal Article

Metadata

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Citation

Zhu, L. and Yin, Y. and Liu, Y. and Liu, F. 2017. Stochastic stability analysis of periodic uncertain markov jump systems with partially known information. ICIC Express Letters. 11 (8): pp. 1275-1283.

Source Title

ICIC Express Letters

ISSN

1881-803X

School

Department of Mathematics and Statistics

URI

http://hdl.handle.net/20.500.11937/58048

Collection

Curtin Research Publications

Abstract

© 2017 ISSN 1881-803X. In this paper, the issue of stochastic stability and stabilization of periodic Markov jump systems with uncertain transition probabilities and parameters is investigated. The partially unknown transition probability matrix is described as a polytope with uncertain vertices. By constructing a Lyapunov function, sufficient conditions are established under which the system is stochastically stable. Numerical example is given to show the effectiveness of the method proposed.