Stochastic stability for Markovian jump linear systems associated with a finite number of jump times

DOI10.1016/S0022-247X(03)00424-4MaRDI QIDQ1410263zbMATH OpenOpenAlexFDO

Authors João B. R. do Val, Cristiane Nespoli, Yusef R. Z. Cáceres

Publication date 14 October 2003

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0022-247x(03)00424-4

zbMATH Keywords

almost sure stabilitydiscrete-time finite state Markovian chainjump linear systemsstochastic stabilitystopping time

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic stability in control theory (93E15)

Review text

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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Cites work

• A new general sufficient condition for almost sure stability of jump linear systems
• A survey of stability of stochastic systems
• Almost sure and δmoment stability of jump linear systems
• scientific article; zbMATH DE number 1001726 (Why is no real title available?)
• Stability results for discrete-time linear systems with Markovian jumping parameters
• Sufficient conditions for almost sure stability of jump linear systems

Cited in

(11)

• Stability results for discrete-time linear systems with Markovian jumping parameters
• New proof of the gradient-based iterative algorithm for the Sylvester conjugate matrix equation
• Stability and linear quadratic differential games of discrete-time Markovian jump linear systems with state-dependent noise
• Reduced-rank gradient-based algorithms for generalized coupled Sylvester matrix equations and its applications
• Stochastic stability of Markovian jump linear systems over networks with random quantization density and time delay
• A new proof to the necessity of a second moment stability condition of discrete-time Markov jump linear systems with real states
• Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems
• A mean square stability test for Markovian jump linear systems
• Relations between stochastic stability of Markovian jump linear systems and stabilization of deterministic switched linear systems
• On the stability of one dimensional discrete-time jump linear systems
• GeneralizedH₂control of the linear system with semi‐Markov jumps

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