Stochastic and exponential stability of discrete-time Markov jump linear singular systems

被引：15
|
作者：
Chavez-Fuentes, Jorge R. [1 ]
Mayta, Jorge E. [1 ]
Costa, Eduardo F. [2 ]
Terra, Marco H. [3 ]
机构：
[1] PUCP, Dept Sci, Lima, Peru
[2] Univ Sao Paulo, Dept Appl Math & Stat, Sao Carlos, SP, Brazil
[3] Univ Sao Paulo, Dept Elect Engn, Sao Carlos, SP, Brazil
来源：
SYSTEMS & CONTROL LETTERS | 2017年 / 107卷
基金：
巴西圣保罗研究基金会;
关键词：
Stability; Markovian jump linear systems; Lyapunov exponent; Lyapunov equations; Singular systems; SURE STABILITY;
D O I：
10.1016/j.sysconle.2017.07.006
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper stochastic and almost sure stability of a Markov jump linear singular system are analyzed. First, it is given a set of coupled generalized Lyapunov equations to characterize the stochastic stability of the system. Second, it is introduced a top Lyapunov exponent to give a sufficient condition for almost sure stability. Our approach captures the solvability issue arising in this class of systems, leading to Lyapunov equations whose parameters reflex the solvability in an explicit manner. Two examples are presented in order to show the effectiveness of the proposed stability analysis. (C) 2017 Elsevier B.V. All rights reserved.
引用
收藏
页码：92 / 99
页数：8
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