Title :
On the stability of linear system with Markovian jumping parameters
Author :
Benjelloun, K. ; Boukas, E.K.
Author_Institution :
Dept. of Mech. Eng., Ecole Polytech. de Montreal, Que., Canada
Abstract :
This paper deals with the stability of a class of linear systems with Markovian jumping parameters (LSMJP). The authors propose a transformation of the stochastic system to a deterministic one. A necessary and sufficient conditions for the stochastic stability is developed. Another condition is also established by using the Lyapunov exponent. Numerical examples are provided to show the usefulness of the proposed theoretical results
Keywords :
Markov processes; linear systems; matrix algebra; probability; stability; stochastic systems; Lyapunov exponent; Markovian jumping parameters; deterministic system; linear system; necessary and sufficient conditions; stochastic stability; stochastic system; Eigenvalues and eigenfunctions; Equations; Linear systems; Markov processes; Mathematical model; Stability; Stochastic processes; Stochastic systems; Sufficient conditions; Symmetric matrices;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.478571
