GENERAL STABILITY OF STOCHASTIC MARKOV JUMP LINEAR SYSTEMS BASED ON THE SPECTRUM TECHNIQUE

被引：6

作者：

Sheng, Li ^{[1
]}

Gao, Ming ^{[2
]}

Zhang, Weihai ^{[2
]}

机构：

[1] China Univ Petr East China, Coll Informat & Control Engn, Qingdao 266580, Peoples R China

[2] Shandong Univ Sci & Technol, Coll Informat & Elect Engn, Qingdao 266590, Peoples R China

来源：

ASIAN JOURNAL OF CONTROL | 2013年 / 15卷 / 05期

基金：

中国国家自然科学基金;

关键词：

Markov jump linear systems; stochastic systems; general stability; spectrum technique; STABILIZABILITY; DESTABILIZATION; STABILIZATION; EQUATIONS; SURE;

D O I：

10.1002/asjc.710

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper applies the spectrum technique to investigate the general stability of stochastic Markov jump linear systems (SMJLSs). First, the notion of spectrum for SMJLSs is defined and the relationship between the spectrum and the asymptotical mean square stability is revealed. Second, by analyzing the spectrum distribution in the complex plane, some new concepts of stability, such as critical stability, regional stability, and essential instability, are introduced for SMJLSs. Necessary and sufficient conditions on such general stability are established. Finally, several numerical examples are carried out to illustrate the developed theory.

引用

页码：1417 / 1425

页数：9

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