Groupe d’études et de recherche en analyse des décisions

G-2003-57

Stability of Continuous-time Linear Systems with Markovian Jumping Parameters and Constrained Control

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This work is devoted to the study of linear continuous-time systems with Markovian jumping parameters and constrained control. The constraints used in this paper are of nonsymmetrical inequality type. The approach of positively invariant sets is used to obtain a sufficient condition of exponential stability for this class of systems with constraints.

, 16 pages