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
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