DocumentCode
294324
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
Volume
1
fYear
1995
fDate
13-15 Dec 1995
Firstpage
75
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
0-7803-2685-7
Type
conf
DOI
10.1109/CDC.1995.478571
Filename
478571
Link To Document