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IEEE Transactions on Automatic Control 58, 3 (2013) 797-801
Bounded real lemma for nonhomogeneous Markovian jump linear systems
Samir Aberkane 1
(03/2013)

In this note, a bounded real lemma is established for discrete-time Markov jump linear systems with nonhomogeneous finite state Markov chain. Different cases, depending on the time variation character of the transition probabilities (TPs), are considered. Namely, arbitrary variation and periodic variation.
1 :  Centre de Recherche en Automatique de Nancy (CRAN)
CNRS : UMR7039 – Université de Lorraine
Mathématiques/Optimisation et contrôle
Markovian jumping parameters – bounded real lemma – time-varying TPs