Covariance control for discrete-time stochastic switched linear systems - Université Grenoble Alpes
Communication Dans Un Congrès Année : 2022

Covariance control for discrete-time stochastic switched linear systems

Résumé

This 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.
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Dates et versions

hal-03706825 , version 1 (28-06-2022)

Identifiants

Citer

Mirko Fiacchini, Teodoro Alamo. Covariance control for discrete-time stochastic switched linear systems. ROCOND 2022 - 10th IFAC Symposium on Robust Control Design, Aug 2022, Kyoto, Japan. pp.139-144, ⟨10.1016/j.ifacol.2022.09.337⟩. ⟨hal-03706825⟩
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