STABILITY OF SWITCHED LINEAR SYSTEMS WITH POISSON SWITCHING

被引：0
|
作者：
Hanlon, B. [1 ]
Tyuryaev, V. [2 ]
Martin, C. [2 ]
机构：
[1] Univ Wisconsin, Dept Stat, Madison, WI 53706 USA
[2] Texas Tech Univ, Dept Math & Stat, Lubbock, TX 79409 USA
来源：
COMMUNICATIONS IN INFORMATION AND SYSTEMS | 2011年 / 11卷 / 04期
关键词：
random products; stochastic systems; switching systems; stability;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We examine the stability of continuous time linear switched systems when the switching times are governed by a Poisson process. We construct an infnite family of polynomial Lyapunov functions that governs the stability of the expected value, as well as higher order moments. The analysis is accomplished by converting the problem to a stochastic process and analyzing this process.
引用
收藏
页码：307 / 326
页数：20
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