• DocumentCode
    2384122
  • Title

    Stochastic stability for discrete-time singular systems with Markov jump parameters

  • Author

    Manfrim, A.L.P. ; Terra, M.H. ; Costa, E.F. ; Ishihara, J.Y.

  • Author_Institution
    Dept. of Electr. Eng., Univ. of Sao Paulo at Sao Carlos, Sao Carlos
  • fYear
    2008
  • fDate
    11-13 June 2008
  • Firstpage
    1650
  • Lastpage
    1655
  • Abstract
    In this paper, stochastic stability for discrete-time singular systems with Markov jump parameters is addressed. We present a set of coupled generalised Lyapunov equations (CGLEs) that serves as a necessary and sufficient condition for stochastic stability. A method for solving the obtained CGLEs is also presented, based on iterations of usual descriptor Lyapunov equations. An illustrative example is included.
  • Keywords
    Lyapunov methods; Markov processes; discrete time systems; linear systems; stability; stochastic systems; Markov jump parameters; coupled generalised Lyapunov equations; discrete-time singular linear systems; stochastic stability; Aircraft; Control systems; Linear systems; Power system dynamics; Power system modeling; Riccati equations; Stability; Stochastic processes; Stochastic systems; Sufficient conditions;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 2008
  • Conference_Location
    Seattle, WA
  • ISSN
    0743-1619
  • Print_ISBN
    978-1-4244-2078-0
  • Electronic_ISBN
    0743-1619
  • Type

    conf

  • DOI
    10.1109/ACC.2008.4586728
  • Filename
    4586728
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2384122