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STABILITY OF CONTINUOUS-TIME LINEAR SYSTEMS WITH MARKOVIAN JUMPING PARAMETERS AND CONSTRAINED CONTROL
A. BENZAOUIA*, E. K. BOUKAS** and N. DARAOUI*
* Research Unit: Constrained and Robust Regulation, Department of
Physics, Faculty of Science Semlalia, P.B 2390, Marrakech, Morocco.
E-mail.: benzaouia@ucam.ac.ma
** Mechanical Engineering Department, l’Ecole Polytechnique de
Montréal, P.O. Box 6079, Montréal, Québec, Canada H3C 3A7.
Email.: boukas@meca.polymtl.ca
This work is devoted to the study of linear continuous-time systems with Markovian jumping parameters and constrained control. The constraints used in this paper are of symmetrical inequality type. The approach of positively invariant sets is used to obtain new necessary and sufficient condition of stochastic positive invariance and sufficient condition of stochastic stability. These conditions become those given for stationary continuous-time systems with one mode as known in the literature.
Keywords: positive invariance, continuous-time systems, Markovian systems, constraints
Session slot T-Th-M10: Control of Systems with Markov Jump Parameters/Area code 3d : Stochastic Systems
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