Stabilization of Jump Linear Systems without Noise
The adaptive stabilization problem of linear systems with unknown parameters and without noise models is studied in this paper, we investigate continuous time jump linear systems with a.nite-state hidden Markov jump form process. A suf.cient condition characterizing the adaptive stabilizability of the system is found, which hings on the existence of a set of algebraic coupled Riccati equations. It is worth mentioning that a constructive method for designing stabilizing feedback law is provided in this paper.
Stabilization estimation jump linear systems coupled Riccati equations
Liu Feng H.B.Dong Miaoyu
School of Electronics and Information Engineering Beijing Jiaotong University,Beijing 100044 China Institute for Actuarial Science,Central University of Finance and Economic,Beijing 100081,Chin
国际会议
2009年中国控制与决策会议(2009 Chinese Control and Decision Conference)
广西桂林
英文
4834-4837
2009-06-17(万方平台首次上网日期,不代表论文的发表时间)