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. (c) 2005 Elsevier Ltd. All rights reserved.

Dwell-time controllers for stochastic systems with switching Markov chain / Battilotti, Stefano; DE SANTIS, Alberto. - In: AUTOMATICA. - ISSN 0005-1098. - STAMPA. - 41:6(2005), pp. 923-934. [10.1016/j.automatica.2004.11.024]

Dwell-time controllers for stochastic systems with switching Markov chain

BATTILOTTI, Stefano
;
DE SANTIS, Alberto
2005

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. (c) 2005 Elsevier Ltd. All rights reserved.
2005
measurement feedback; switching systems; stochastic systems
01 Pubblicazione su rivista::01a Articolo in rivista
Dwell-time controllers for stochastic systems with switching Markov chain / Battilotti, Stefano; DE SANTIS, Alberto. - In: AUTOMATICA. - ISSN 0005-1098. - STAMPA. - 41:6(2005), pp. 923-934. [10.1016/j.automatica.2004.11.024]
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