Stochastic stability of linear time-delay system with Markovian jumping parameters (Q679405): Difference between revisions
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Revision as of 00:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic stability of linear time-delay system with Markovian jumping parameters |
scientific article |
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Stochastic stability of linear time-delay system with Markovian jumping parameters (English)
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22 April 1997
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The authors study stability properties of linear systems with delay for which the coefficient matrices are governed by the state of an additional finite state continuous Markov process. Their main result is a sufficient condition for a mean square stability property in terms of the existence of a positive definite matrix solution to a matrix equation which is independent of the size of the delays in the system. Finally, the authors study two two-dimensional examples.
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stochastic stability
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linear systems with delay
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finite state continuous Markov process
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mean square stability
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