Sufficient conditions for almost sure stability of jump linear systems

被引:16
作者
Li, ZG [1 ]
Soh, YC [1 ]
Wen, CY [1 ]
机构
[1] Nanyang Technol Univ, Sch Elect & Elect Engn, Nanyang 639798, Singapore
关键词
almost-sure stability; jump linear system; Lyapunov function;
D O I
10.1109/9.867032
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 note derives less conservative conditions for almost-sure stability of jump linear systems by using the stochastic version of Lyapunov's second method. To ensure the required stability, the Lyapunov function is only required to be nonincreasing along each of the specially organized subsequences of "jumpings." This allows us to handle the case where some or even all subsystems are unstable and provides more choices of Lyapunov functions.
引用
收藏
页码:1325 / 1329
页数:5
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