Necessary and Sufficient Conditions for Analysis and Synthesis of Markov Jump Linear Systems With Incomplete Transition Descriptions

Zhang, Lixian; Lam, James

doi:10.1109/tac.2010.2046607

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Necessary and Sufficient Conditions for Analysis and Synthesis of Markov Jump Linear Systems With Incomplete Transition Descriptions

Published in IEEE Transactions on Automatic Control • Apr 5, 2010

Authors:

Lixian Zhang

James Lam

Abstract

This technical note is concerned with exploring a new approach for the analysis and synthesis for Markov jump linear systems with incomplete transition descriptions. In the study, not all the elements of the transition rate matrices (TRMs) in continuous-time domain, or transition probability matrice...

Subject

Convexity

Markov chain

Transition rate matrix

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