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
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;
Conference_Titel :
American Control Conference, 2008
Conference_Location :
Seattle, WA
Print_ISBN :
978-1-4244-2078-0
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2008.4586728
