DocumentCode
1764074
Title
Almost sure stability of discrete-time Markov jump linear systems
Author
Yang Song ; Hao Dong ; Taicheng Yang ; Minrui Fei
Author_Institution
Dept. of Autom., Shanghai Univ., Shanghai, China
Volume
8
Issue
11
fYear
2014
fDate
July 17 2014
Firstpage
901
Lastpage
906
Abstract
This study deals with a transient analysis and almost sure stability for the discrete-time Markov jump linear systems (MJLS). The expectation of the sojourn time and the activation number of any mode and the switching number between any two modes of the discrete-time MJLS are presented firstly. Then, an analysis of the transient behaviour is given. Finally, a new deterministically testable condition for the exponentially almost sure stability is proposed.
Keywords
Markov processes; discrete time systems; linear systems; stability; transient analysis; MJLS; almost sure stability; discrete-time Markov jump linear systems; transient analysis; transient behaviour analysis;
fLanguage
English
Journal_Title
Control Theory & Applications, IET
Publisher
iet
ISSN
1751-8644
Type
jour
DOI
10.1049/iet-cta.2013.0550
Filename
6858340
Link To Document