Robust Stochastic Stabilization of Discrete-Time Linear Systems With Markovian Jumping Parameters

Abstract

In this paper, we study the problem of robust stabilization of discrete-time linear systems with Markovian jumping parameters (DTLSMJP) with norm bounded uncertainties. A sufficient condition guaranteeing te robust stability of the uncertain discrete-time linear systems with Markovian jumping parameters (UDTLSMJP) is presented, which is in terms of a set of coupled discrete-time algebraic Riccati inequalities (IEqs). Finally, a numerical example is given to show the potential of the proposed technique.