Title
Stochastic and exponential stability of discrete-time Markov jump linear singular systems
Date Issued
01 September 2017
Access level
metadata only access
Resource Type
journal article
Author(s)
Publisher(s)
Elsevier B.V.
Abstract
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.
Start page
92
End page
99
Volume
107
Language
English
OCDE Knowledge area
Estadísticas, Probabilidad
Matemáticas aplicadas
Subjects
Scopus EID
2-s2.0-85027855665
Source
Systems and Control Letters
ISSN of the container
01676911
Sponsor(s)
This research was supported by the Dirección de Gestión de la Investigación at PUCP under grant 2015-1-0038 , FAPESP under grants 2014/08432-0 and 13/19380-8 , and CNPq under grant 311290/2013-2 .
Sources of information:
Directorio de Producción Científica
Scopus