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

DOI10.1016/S0022-247X(03)00424-4zbMath1030.60062OpenAlexW1978088526MaRDI QIDQ1410263

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

stopping timestochastic stabilityalmost sure stabilityjump linear systemsdiscrete-time finite state Markovian chain

Mathematics Subject Classification ID

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

Related Items (4)

New proof of the gradient-based iterative algorithm for the Sylvester conjugate matrix equation ⋮ GeneralizedH₂control of the linear system with semi‐Markov jumps ⋮ 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

Cites Work

• Unnamed Item
• Stability results for discrete-time linear systems with Markovian jumping parameters
• A survey of stability of stochastic systems
• Sufficient conditions for almost sure stability of jump linear systems
• A new general sufficient condition for almost sure stability of jump linear systems
• Almost sure and δmoment stability of jump linear systems

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