Title :
Some remarks on exponential mean-square stability of linear hybrid systems
Author :
Seroka, Ewelina ; Socha, Leslaw
Author_Institution :
Fac. of Math. & Natural Sci., Cardinal Stefan Wyszynski Univ. in Warsaw, Warsaw, Poland
Abstract :
Sufficient conditions of the exponential mean-square stability of a linear stochastic hybrid system with multiplicative noises and the random switching rule are derived. A hybrid system with linear stable and unstable parts with stochastic structures is considered. To analyze the exponential mean-square stability the differential equations for the covariance matrices of solutions are used.
Keywords :
asymptotic stability; continuous time systems; covariance matrices; differential equations; discrete time systems; linear systems; mean square error methods; stochastic systems; covariance matrices; differential equations; exponential mean-square stability analysis; linear stable parts; linear stochastic hybrid system; linear unstable parts; multiplicative noises; random switching rule; stochastic structures; sufficient conditions; Differential equations; Equations; Indium tin oxide; Mathematical model; Stability criteria; Switches;
Conference_Titel :
Control Conference (ECC), 2009 European
Conference_Location :
Budapest
Print_ISBN :
978-3-9524173-9-3
