15th Triennial World Congress of the International Federation of Automatic Control
  Barcelona, 21–26 July 2002 
TRANSITION RATE BOUNDS FOR THE STABILITY ROBUSTNESS OF CONTINUOUS-TIME MARKOVIAN JUMP LINEAR SYSTEMS
Mehmet Karan* Peng Shi** C. Yalçin Kaya***
* Boeing Australia Limited
Current address: The Boeing Company, P.O. Box 3707,
Mail Stop: 8A-48, Seattle WA 98124-2207 USA
Email: Mehmet.Karan@ieee.org
** Land Operations Division, Defence Science and Technology
Organisation, PO Box 1500, Edinburgh, SA 5111, Australia.
Email: peng.shi@dsto.defence.gov.au
*** School of Mathematics, University of South Australia,
Mawson Lakes, SA 5095, Australia.
Email: yalcin.kaya@unisa.edu.au

This paper considers the stability robustness of Markovian jump linear systems in continuous-time with respect to their transition rates. The system under study is a linear continuous-time one with Markovian jump parameters where the mode transition rate is perturbed. By using stochastic Lyapunov function approach and Kronecker product transformation techniques, we developed a sufficient condition for the robust stochastic stability of the underlying system, which is in terms of an upper bound of the perturbed transition rate. A numerical example is presented to show the potential of the proposed technique.
Keywords: Robust, hybrid, Markovian jump linear system, stability, perturbation
Session slot T-Th-A21: Posters of Robotics and Robust Control/Area code 2e : Robust Control