On nonlinear discrete-time systems driven by Markov chains

被引：12
|
作者：
Tejada, A. [1 ]
Gonzalez, O. R. [2 ]
Gray, W. S. [2 ]
机构：
[1] Delft Univ Technol, Delft Ctr Syst & Control, NL-2628 CD Delft, Netherlands
[2] Old Dominion Univ, Dept Elect & Comp Engn, Norfolk, VA 23529 USA
来源：
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS | 2010年 / 347卷 / 05期
关键词：
Markov property; Markov kernel; Stochastic hybrid systems; STABILITY ANALYSIS; PERFORMANCE; SUBJECT;
D O I：
10.1016/j.jfranklin.2010.02.009
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The behavior of a class of hybrid systems in discrete-time can be represented by nonlinear difference equations with a Markov input. The analysis of such a system usually starts by establishing the Markov property of the joint process formed by combining the system's state and input. There are, however, no complete proofs of this property. This paper aims to address this problem by presenting a complete and explicit proof that uses only fundamental measure-theoretical concepts. (C) 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.
引用
收藏
页码：795 / 805
页数：11
相关论文
共 50 条
  • [1] ON THE EMBEDDING PROBLEM FOR DISCRETE-TIME MARKOV CHAINS
    Guerry, Marie-Anne
    JOURNAL OF APPLIED PROBABILITY, 2013, 50 (04) : 918 - 930
  • [2] Output Feedback Optimal Control for Discrete-Time Singular Systems Driven by Stochastic Disturbances and Markov Chains
    Xie, Jing
    Zhang, Bowen
    Zhang, Tianliang
    Kong, Xiangtong
    MATHEMATICS, 2025, 13 (04)
  • [3] Hierarchical Counterexamples for Discrete-Time Markov Chains
    Jansen, Nils
    Abraham, Erika
    Katelaan, Jens
    Wimmer, Ralf
    Katoen, Joost-Pieter
    Becker, Bernd
    AUTOMATED TECHNOLOGY FOR VERIFICATION AND ANALYSIS, 2011, 6996 : 443 - +
  • [4] Singularly perturbed discrete-time Markov chains
    Yin, G
    Zhang, Q
    SIAM JOURNAL ON APPLIED MATHEMATICS, 2000, 61 (03) : 834 - 854
  • [5] Interval Discrete-Time Markov Chains Simulation
    Galdino, Sergio
    2014 INTERNATIONAL CONFERENCE ON FUZZY THEORY AND ITS APPLICATIONS (IFUZZY2014), 2014, : 183 - 188
  • [6] On the Markov property for nonlinear discrete-time systems with markovian inputs
    Tejada, Arturo
    Gonzalez, Oscar R.
    Gray, W. Steven
    2006 AMERICAN CONTROL CONFERENCE, VOLS 1-12, 2006, 1-12 : 899 - +
  • [7] A new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains
    Shchegolev, Aleksandr A.
    RANDOM OPERATORS AND STOCHASTIC EQUATIONS, 2022, 30 (03) : 205 - 213
  • [8] Subgeometric Rates of Convergence for Discrete-Time Markov Chains Under Discrete-Time Subordination
    Chang-Song Deng
    Journal of Theoretical Probability, 2020, 33 : 522 - 532
  • [9] Subgeometric Rates of Convergence for Discrete-Time Markov Chains Under Discrete-Time Subordination
    Deng, Chang-Song
    JOURNAL OF THEORETICAL PROBABILITY, 2020, 33 (01) : 522 - 532
  • [10] Near-optimal controls of discrete-time dynamic systems driven by singularly-perturbed Markov chains
    Badowski, G
    Yin, G
    Zhang, Q
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2003, 116 (01) : 131 - 166
12345