Stability of a class of stochastic linear hybrid systems

Author

Seroka, E. ; Socha, L.

Author_Institution

Coll. of Sci., Cardinal Stefan Wyszynski Univ. in Warsaw, Warsaw, Poland

fYear

2010

fDate

June 30 2010-July 2 2010

Firstpage

924

Lastpage

929

Abstract

The problem of the stability of a class of stochastic linear hybrid systems with a special structure of matrices and a multiplicative excitation is considered. Sufficient conditions of the exponential p-th mean stability and the almost sure stability for a class of stochastic linear hybrid systems with a Markovian switching are derived. Also sufficient conditions of the mean-square stability for a class of stochastic linear hybrid systems satisfying Lee- algebra conditions with any switching are found. The obtained results are illustrated by examples and simulations.

Keywords

Markov processes; asymptotic stability; continuous systems; discrete systems; linear systems; matrix algebra; stochastic systems; Lee-algebra condition; Markovian switching; exponential p-th mean stability; matrix structure; mean-square stability; multiplicative excitation; stochastic linear hybrid system; Algebra; Control systems; Educational institutions; Eigenvalues and eigenfunctions; Filtration; Mathematics; Stability; State-space methods; Stochastic systems; Sufficient conditions;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference (ACC), 2010

Conference_Location

Baltimore, MD

ISSN

0743-1619

Print_ISBN

978-1-4244-7426-4

Type

conf

DOI

10.1109/ACC.2010.5530694

Filename

5530694