• 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