带马尔可夫切换的混合随机系统的鲁棒稳定性

Robust stability of hybrid stochastic systems with Markov switching

研究了混合随机系统的鲁棒稳定性。对于一个自身稳定的马尔可夫切换系统,在具有偏差变元和随机扰动的影响下,利用不等式放缩和超越方程刻画了偏差变元允许的最大区间上界,证明了当扰动系统的偏差变量低于允许的区间上界时,受扰系统仍然是指数稳定的。

In this paper,the robust stability of hybrid stochastic systems is studied.For a self-stable Markov switched system,under the influence of deviating variables and random disturbances,the upper bound of the maximum allowable range of deviating variables is characterized by using inequality expansion and transcendental equation.It is proved that the perturbed system is still exponentially stable when the deviation variable of the perturbed system is lower than the allowable upper bound of the interval.