Asymptotical stability of 2-D linear discrete stochastic systems

被引：8
|
作者：
Cui, Jia-Rui [1 ]
Li, Qing [1 ]
Hu, Guang-Da [1 ]
Zhu, Qiao [1 ]
Zhang, Xiao-Bing [2 ]
机构：
[1] Univ Sci & Technol Beijing, Dept Elect Informat Engn, Informat Engn Sch, Beijing 100083, Peoples R China
[2] Harbin Univ Sci & Technol, Dept Measurement & Commun, Harbin 150080, Peoples R China
来源：
DIGITAL SIGNAL PROCESSING | 2012年 / 22卷 / 04期
基金：
中国国家自然科学基金;
关键词：
Two-dimensional discrete stochastic systems; Mean-square stability; Kronecker product; Nonnegative matrix; White noise; SPACE DIGITAL-FILTERS; SATURATION; MODEL;
D O I：
10.1016/j.dsp.2012.03.005
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
The main goal of the present paper is to find computable stability criteria for two-dimensional stochastic systems based on Kronecker product and nonnegative matrices theory. First, 2-D discrete stochastic system model is established by extending system matrices of the well-known Fornasini-Marchesini's second model into stochastic matrices. The elements of these stochastic matrices are second-order, weakly stationary white-noise sequences. Second. a necessary and sufficient condition for 2-D stochastic systems is presented, this is the first time that has been proposed. Third, computable mean-square asymptotic stability criteria are derived via Kronecker product and the nonnegative matrix theory. The criteria are only sufficient conditions. Finally, illustrative examples are provided. (C) 2012 Elsevier Inc. All rights reserved.
引用
收藏
页码：628 / 632
页数：5
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