Stochastic stability for Markovian jump linear systems associated with a finite number of jump times (Q1410263): Difference between revisions
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Latest revision as of 10:55, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic stability for Markovian jump linear systems associated with a finite number of jump times |
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Stochastic stability for Markovian jump linear systems associated with a finite number of jump times (English)
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14 October 2003
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The concepts of stochastic \(\tau\)-stability and \( \tau\) almost sure stability together with the relation between them are proposed for discrete-time Markovian jump linear systems [see, e.g., \textit{Y. Ji, H. J. Chizeck} and \textit{K. A. Loparo}, Control Theory Adv. Technol. 7, 247-270 (1991)] with associated stopping times. Necessary and sufficient conditions for \(\tau\)-stability are derived and referred to the stochastic stability concept by means of an example.
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discrete-time finite state Markovian chain
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jump linear systems
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stopping time
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stochastic stability
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almost sure stability
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