Dwell-time controllers for stochastic systems with switching Markov chain
نویسندگان
چکیده
منابع مشابه
Dwell-time controllers for stochastic systems with switching Markov chain
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 remaining thereinafter. Our main contribution is to prove that if the expectation of...
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در این پایان نامه نشان داده ایم که چگونه می توان مدل ریسک بیمه ای اسپیرر اندرسون را به کمک زنجیره های مارکوف تعریف کرد. سپس به کمک روش های آنالیز ماتریسی احتمال برشکستگی ، میزان مازاد در هنگام برشکستگی و میزان کسری بودجه در زمان وقوع برشکستگی را محاسبه کرده ایم. هدف ما در این پایان نامه بسیار محاسباتی و کاربردی تر از روش های است که در گذشته برای محاسبه این احتمال ارائه شده است. در ابتدا ما نشا...
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This work deals with state feedback compensation of disturbance inputs in continuous-time switched linear systems, with the requirement that the closed-loop systems be exponentially stable under switching signals with a sufficiently large dwell-time. Constructive conditions for the problem to be solvable are shown, on the assumption that the given switched linear system has zero initial state. ...
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ژورنال
عنوان ژورنال: Automatica
سال: 2005
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2004.11.024