STOCHASTIC ANALYSIS AND APPLICATIONS
Vol. 22, No. 1, pp. 99–111, 2004
Mean Square Stabilizability of Continuous-Time
Linear Systems with Partial Information
on the Markovian Jumping Parameters
Marcelo D. Fragoso
1
*
and Oswaldo L. V. Costa
2
1
National Laboratory for Scientific Computing, LNCC/
CNPq, Petrópolis, Rio de Janeiro, Brazil
2
Departamento de Engenharia Eletronica, Escola Politecnica da
Universidade de São Paulo, São Paulo, S.P., Brazil
ABSTRACT
We provide necessary and sufficient conditions for mean square
(MS) stabilizability of continuous-time linear systems with Marko-
vian jumps in the parameters (LSMJP) subject to partial infor-
mation on this jump variable. We assume that the Markovian
jump parameter is not exactly known, but instead an estimate of
it is available to the controller. Under some additional assump-
tions, a solution via LMI (linear matrix inequality) is also provided.
∗
Correspondence: Marcelo D. Fragoso, National Laboratory for Scientific
Computing, LNCC/CNPq, Av. Getúlio Vargas, Quitandinha, CEP: 25651–075,
Petrópolis, Rio de Janeiro, Brazil; E-mail: frag@lncc.br.
99
DOI: 10.1081/SAP-120028025 0736-2994 (Print); 1532-9356 (Online)
Copyright © 2004 by Marcel Dekker, Inc. www.dekker.com