Deterministic characterization of a class of randomly switched systems and realization by pole sequences

Author

Verriest, Erik I.

Author_Institution

Sch. of ECE, Georgia Inst. of Technol., Atlanta, GA, USA

Volume

4

fYear

2002

fDate

10-13 Dec. 2002

Firstpage

4407

Abstract

An equivalence between the average behavior of a class of sequentially switched systems, defined herein, and the class of smooth time varying linear systems is obtained. The key in this is the notion of the nested pole sequence, a new definition for ´pole´ in time varying systems. Realizations for the time variant systems are obtained directly from this nested pole sequence. A condition for the absence of a finite escape time is obtained, and various questions relating to the modeling and identification of these systems are reported. By the equivalence, these properties are also inherited by the switched systems.

Keywords

differential equations; identification; linear systems; poles and zeros; probability; switching theory; time-varying systems; deterministic characterization; finite escape time; identification; linear systems; nested pole sequence; path integral; pole sequence realization; probability; randomly switched systems; sequentially switched systems; stochastic system; time varying system; Algebra; Differential equations; Integral equations; Linear systems; Polynomials; Stochastic systems; Switched systems; Switches; Time varying systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2002, Proceedings of the 41st IEEE Conference on

ISSN

0191-2216

Print_ISBN

0-7803-7516-5

Type

conf

DOI

10.1109/CDC.2002.1185066

Filename

1185066