Circle Criterion For Continuous-Time Markov Jump Mimo Systems

This paper addresses an LMI formulation for stability analysis of Lur'e type Markov Jump Multiple-Input, Multiple-Output (MIMO) Systems. We consider two possibilities for the unknown feedback nonlinearity, either it is deterministic or it varies with the Markov jumps. Based on this information, we propose conditions for testing the system absolute stability. The theoretical results are illustrated by numerical examples. (C) 2017, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.