文章基本信息

标题：Covariance control for discrete-time stochastic switched linear systems
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作者：Mirko Fiacchini ; Teodoro Alamo
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2022
卷号：55
期号：25
页码：139-144
DOI：10.1016/j.ifacol.2022.09.337
语种：English
出版社：Elsevier
摘要：AbstractThis paper deals with the covariance control for discrete-time linear switched systems affected by additive stochastic noises. Given any periodic stabilizing switching law for the deterministic system associated to the stochastic one, a finite set of matrices is characterized that is an attractor for the system state covariance matrix sequence. Moreover, upper and lower bounds on the covariance matrices of the state are determined by the trajectories of one-dimensional linear systems.
关键词：KeywordsCovariance controlstabilizabilityswitched systems