On Second-Moment Stability of Discrete-Time Linear Systems With General Stochastic Dynamics

被引：10

作者：

Hosoe, Yohei ^{[1
]}

Hagiwara, Tomomichi ^{[1
]}

机构：

[1] Kyoto Univ, Dept Elect Engn, Kyoto 6158510, Japan

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2022年 / 67卷 / 02期

关键词：

Linear systems; Switches; Markov processes; Stability criteria; Standards; Linear matrix inequalities; Integrated circuits; Discrete-time linear systems; linear matrix inequality (LMI); Lyapunov inequalities; stability analysis; stochastic dynamics; STABILIZATION;

D O I：

10.1109/TAC.2021.3057994

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 article provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for systems with general stochastic dynamics, and associated Lyapunov inequalities are derived. The system dynamics may depend on any type of stochastic process in our framework. Our results for the unified framework can immediately lead us to more specific and tractable stability conditions when the underlying stochastic process is restricted to a more definite one. Usefulness of the developed framework is demonstrated through three selected applications.

引用

页码：795 / 809

页数：15

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