You are invited to:
Math and physics student/faculty research seminar this Thursday 15 October 2009
11:30 in the 3rd floor conference room (PMB 317)
Pizza Provided!
Speaker: Dr. Sivapragasam Sathananthan, TSU
Stochastic Discrete-Time Systems Under Markovian Switching:Robust Feedback Control Via Linear Matrix Inequalities
Abstract: A problem of state feedback stabilization of discrete-time stochastic processes under Markovian switching is considered. The jump Markovian switching is modeled by a discrete-time Markov chain and the noise or stochastic environmental disturbance is modeled by a sequence of identically independently normally distributed random variables. Sufficient conditions based on linear matrix inequalities (LMI's) for stochastic stability is obtained. The proposed control law for this stochastic stability result depended on the mode of the system as well as the environmental disturbances. The robustness results of such stability concept against all admissible uncertainties are also investigated. If time permits, we will also discuss about H-infinity disturbance attenuation problem.