DocumentCode
3434854
Title
Equivalence between Mean square, Stochastic and Exponential stability for Singular jump linear systems
Author
Chávez-Fuentes, Jorge R. ; Costa, Eduardo F. ; Terra, M.H.
Author_Institution
Dept. of Sci., Pontificia Univ. Catolica del Peru, Lima, Peru
fYear
2011
fDate
12-15 Dec. 2011
Firstpage
2877
Lastpage
2882
Abstract
This paper studies Mean square stability, Stochastic stability and Exponential stability for discrete-time singular linear systems whose parameters are driven by a finite state Markov chain. It is shown the equivalence of these notions under certain conditions. New necessary conditions for mean square stability in terms of generalized Lyapunov equations for homogeneous and non-homogeneous of this class of systems are also given.
Keywords
Lyapunov methods; Markov processes; asymptotic stability; discrete time systems; linear systems; discrete-time systems; exponential stability; finite state Markov chain; generalized Lyapunov equations; mean square stability; singular jump linear system; stochastic stability; Covariance matrix; Equations; Linear systems; Markov processes; Silicon; Stability analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
Conference_Location
Orlando, FL
ISSN
0743-1546
Print_ISBN
978-1-61284-800-6
Electronic_ISBN
0743-1546
Type
conf
DOI
10.1109/CDC.2011.6160897
Filename
6160897
Link To Document