Title
Dwell-time controllers for stochastic systems with switching Markov chain
Abstract
We study the problem of feedback stabilization of a family of nonlinear stochastic systems with switching mechanism modeled by a Markov chain. We introduce a novel notion of stability under switching, which guarantees a given probability that the trajectories of the system hit some target set in finite time and remain thereinafter. Our main contribution is to prove that if the expectation of the time between two consecutive switching (dwell time) is ''sufficiently large'', then the system is stable under switching with guaranteed probability. We illustrate this methodology by constructing measurement feedback controllers for a wide class of stochastic nonlinear systems.
Year
DOI
Venue
2005
10.1016/j.automatica.2004.11.024
Automatica
Keywords
Field
DocType
Stochastic systems,Switching systems,Measurement feedback
Dwell time,Mathematical optimization,Nonlinear system,Control theory,Nonlinear control,Markov model,Markov chain,Mathematics,Commutation,Finite time
Journal
Volume
Issue
ISSN
41
6
Automatica
Citations 
PageRank 
References 
7
1.26
9
Authors
2
Name
Order
Citations
PageRank
Stefano Battilotti113642.34
Alberto De Santis212014.01