constant gain state feedback stabilization of stochastic hybrid systems with wiener process不断获得状态反馈稳定维纳过程的随机混合动力系统.pdfVIP

∞ CONSTANT GAIN STATE FEEDBACK STABILIZATION OF STOCHASTIC HYBRID SYSTEMS WITH WIENER PROCESS E. K. BOUKAS AND N. F. AL-MUTHAIRI Received 17 February 2004 and in revised form 11 June 2004 This paper considers the stabilization problem of the class of continuous-time linear sto- chastic hybrid systems with Wiener process. The ∞ state feedback stabilization problem is treated. A state feedback controller with constant gain that does not require access to the system mode is designed. LMI-based conditions are developed to design the state feed- back controller with constant gain that stochastically stabilizes the studied class of systems and, at the same time, achieve the disturbance rejection of a desired level. The minimum disturbance rejection is also determined. Numerical examples are given to show the use- fulness of the proposed results. 1. Introduction Systems with abrupt changes in their dynamics that result from causes like connections or disconnections of some components, failures in the components, are more often met in practice. The occurrence of the abrupt changes is random in more cases. Analysis and design of these systems cannot be done using the linear invariant system theory since it is unable to model adequately such systems. These practical systems have been modeled by the class of linear systems with Markovian jumps that we will term in this paper as sto- chastic hybrid systems. This class of systems has two components in the state vector. The n first component of this state vector takes values in R , evolves continuously in time, and represents the classical state vector that is usually used in the modern control theory. The second one takes values in a finite set and switches in a random manner between a finite number of states (see Mariton [ 10], Boukas and Liu [4], Boukas [2], and the references therein). This component is represented by a continuous-time Mark