ROBUST STABILIZATION OF UNCERTAIN DISCRETE-TIME STOCHASTIC BILINEAR SYSTEMS WITH MARKOVIAN SWITCHINGS

DOI: 10.18173/2354-1059.2023-0054

Tóm tắt

In this paper, the problem of robust stabilization is addressed for a class of uncertain discrete-time stochastic bilinear systems with Markovian switchings. The parameter uncertainties are assumed to be time-varying and norm-bounded. The jumping process is driven by a discrete-time Markov chain with finite states and its transition probability matrix is partially unknown. Sufficient conditions are established in terms of tractable linear matrix inequalities to ensure the closed-loop system is robustly stochastically stable.