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G-97-40

Necessary and Sufficient Condition for Robust Stability and Stabilizability of Continuous-time Linear Systems With Markovian Jumps

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In this paper we investigate the quadratic stability and quadratic stabilizability of the class of continuous-time linear systems with Markovian jumps and norm-bound uncertainties in the parameters. Under some appropriate assumptions a necessary and sufficient condition is established for mean square quadratic stability and mean square quadratic stabilizability of this class of systems. The quadratic guaranteed cost control problem is also addressed via LMI optimization problem.

, 22 pages