Stochastic stability of jump linear systems

被引：144
|
作者：
Fang, YG [1 ]
Loparo, KA
机构：
[1] Univ Florida, Dept Elect & Comp Engn, Gainesville, FL 32611 USA
[2] Case Western Reserve Univ, Dept Elect Engn & Comp Sci, Cleveland, OH 44106 USA
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2002年 / 47卷 / 07期
关键词：
jump linear systems; Kronecker product; Lyapunov equation; mean square stability; stability; stochastic systems;
D O I：
10.1109/TAC.2002.800674
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 note, some testable conditions for mean square (i.e., second moment) stability for discrete-time jump linear systems with time-homogenous and time-inhomogenous finite state Markov chain form processes are presented.
引用
收藏
页码：1204 / 1208
页数：5
相关论文
共 50 条
  • [41] Stability of linear stochastic 2-D homogeneous systems
    Liu, Shutang
    Zhang, Yongping
    Li, Wei
    APPLIED MATHEMATICS AND COMPUTATION, 2015, 261 : 419 - 430
  • [42] On almost sure stability of continuous-time Markov jump linear systems
    Bolzern, P.
    Colaneri, P.
    De Nicolao, G.
    AUTOMATICA, 2006, 42 (06) : 983 - 988
  • [43] Stochastic stability of extended filtering for non-linear systems with measurement packet losses
    Wang, Gang
    Chen, Jie
    Sun, Jian
    IET CONTROL THEORY AND APPLICATIONS, 2013, 7 (17) : 2048 - 2055
  • [44] Finite-time Stability and Stabilization of Linear Stochastic Systems
    Yan Zhiguo
    Zhang Guoshan
    Wang Jiankui
    PROCEEDINGS OF THE 29TH CHINESE CONTROL CONFERENCE, 2010, : 1115 - 1120
  • [45] A new general sufficient condition for almost sure stability of jump linear systems
    Fang, YG
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1997, 42 (03) : 378 - 382
  • [46] Stability Analysis of Discrete-Time Stochastic Systems with Infinite Markov Jump Parameter
    Hou, Ting
    Ma, Hongji
    2015 AMERICAN CONTROL CONFERENCE (ACC), 2015, : 4192 - 4197
  • [47] Linear quadratic nonzero-sum stochastic differential game of a partially observed Markov jump linear systems
    Wu, Chengyu
    Zhang, Chengke
    Yang, Lu
    Wang, Tao
    ASIAN JOURNAL OF CONTROL, 2022, 24 (06) : 3365 - 3377
  • [48] Stackelberg Strategy for Uncertain Markov Jump Delay Stochastic Systems
    Mukaidani, Hiroaki
    Saravanakumar, Ramasamy
    Xu, Hua
    Zhuang, Weihua
    IEEE CONTROL SYSTEMS LETTERS, 2020, 4 (04): : 1006 - 1011
  • [49] Stability of linear stochastic systems via Lyapunov exponents and applications to power systems
    Verdejo, Humberto
    Vargas, Luis
    Kliemann, Wolfgang
    APPLIED MATHEMATICS AND COMPUTATION, 2012, 218 (22) : 11021 - 11032
  • [50] Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces
    Ungureanu, Viorica Mariela
    OPTIMIZATION, 2014, 63 (11) : 1689 - 1712
12345