Title
Regularity and stability analysis of discrete-time Markov jump linear singular systems
Date Issued
01 February 2017
Access level
metadata only access
Resource Type
journal article
Author(s)
Publisher(s)
Elsevier Ltd
Abstract
In this paper, the regularity and stability analysis of discrete-time Markov jump linear singular systems (MJLSS) is performed. When dealing with singular systems, a primary concern is related to the existence and uniqueness of a solution to the system. This problem, that is called regularity problem, has a known solution when the linear singular system is not subject to jumps (LSS). It turns out that when the pair of matrices that describes the dynamics of the LSS satisfies a certain condition, then it is regular. By extending this condition to MJLSS, a unique solution for this class of systems is derived. Indeed through the idea of mode-to-mode regularity, which is stronger than the mode-by-mode notion that can be found in the literature, the existence of a unique solution of an MJLSS is shown. Furthermore, for systems that are mode-to-mode regular, it is shown how to obtain recursive second moment models whose complexity depends on how anticipative the systems is. The derived results on regularity and second moment modeling enable us to study stability of an MJLSS. By following the literature on Markov jump linear systems (MJLS), four different concepts of stability are introduced and their relationship is established. The results presented in this paper generalize well known results concerning the stability given in the MJLS theory. For instance, it is shown that the stability of the system is equivalent to the spectral radius of an augmented matrix being less than one, as happens in the theory of MJLS.
Start page
32
End page
40
Volume
76
Language
English
OCDE Knowledge area
Estadísticas, Probabilidad
Matemáticas
Subjects
Scopus EID
2-s2.0-85002170798
Source
Automatica
ISSN of the container
00051098
Sponsor(s)
This research was supported by the Dirección de Gestión de la Investigación at the PUCP under grant DGI-2014-0019; The Academic Office of Institutional Affairs at the PUCP; FAPESP under grants 13/19380-8 and 12/08106-0; CNPq under grants 306466/2010 and 311290/2013-2. The material in this paper was partially presented at the 54th IEEE Conference on Decision and Control, December 15–18, 2015, Osaka, Japan. This paper was recommended for publication in revised form by Associate Editor Oswaldo Luiz V. Costa under the direction of Editor Richard Middleton.
Sources of information:
Directorio de Producción Científica
Scopus