Title :
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
fDate :
June 30 2010-July 2 2010
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;
Conference_Titel :
American Control Conference (ACC), 2010
Conference_Location :
Baltimore, MD
Print_ISBN :
978-1-4244-7426-4
DOI :
10.1109/ACC.2010.5530694
