Title :
Passivity and stability of nonlinear systems with Markovian jump parameters
Author_Institution :
Dept. of Syst. Eng., King Fahd Univ. of Pet. & Miner., Dhahran, Saudi Arabia
Abstract :
In this paper, we extend the concept of passivity developed for deterministic systems, to stochastic systems with Markov Jump disturbances. We give necessary and sufficient conditions for the system to be passive, and discuss the relationship between positive-real systems and passive systems. The stability properties of the system and the implications of passivity on the stochastic stability of the system are also discussed
Keywords :
Markov processes; nonlinear systems; probability; stability; state-space methods; stochastic systems; Markovian jump parameters; deterministic systems; necessary condition; nonlinear systems; passivity; probability; stability; state space systems; stochastic systems; sufficient condition; Adaptive control; Control systems; Minerals; Network synthesis; Nonlinear systems; Petroleum; Stability; Stochastic systems; Sufficient conditions; Systems engineering and theory;
Conference_Titel :
American Control Conference, 1999. Proceedings of the 1999
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4990-3
DOI :
10.1109/ACC.1999.783181
