Robust stability of Markov jump linear systems through randomized evaluations

摘要

The paper presents a method for checking the robust mean square stability of continuous-time Markov jump linear systems. The robustness arises in the analysis due to the assumption that the Markovian transition probability matrix is partially known. The corresponding infinite-dimensional robust stability problem, difficult to solve, is then converted into a probabilistic problem, amenable to the numerical viewpoint, taking advantage of the randomized (scenario) approach. The paper shows examples—including a real-time electronic-circuit application—for which the results from the literature fail to determine the robust stability but the randomized approach gives a positive answer.