On almost sure stability of continuous-time Markov jump linear systems

DOI10.1016/J.AUTOMATICA.2006.02.007zbMATH Open1116.93049OpenAlexW1986277979MaRDI QIDQ857145FDOQ857145

Authors: Paolo Bolzern, Patrizio Colaneri, Giuseppe De Nicolao 

Publication date: 14 December 2006

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.02.007

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zbMATH Keywords

stabilityhybrid systemsMonte Carlo methodstochastic jump processesMarkov jump linear systems

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Continuous-time Markov processes on general state spaces (60J25) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

Cites Work

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• Stabilization of continuous-time jump linear systems
• Discrete-time markovian-jump linear quadratic optimal control
• Stochastic stability properties of jump linear systems
• Almost sure and δmoment stability of jump linear systems
• A new general sufficient condition for almost sure stability of jump linear systems
• On the relationship between the sample path and moment lyapunov exponents for jump linear systems

Cited In (45)

• Almost sure stability of discrete-time nonlinear Markovian jump delayed systems with impulsive signals
• Title not available (Why is that?)
• Stability analysis and stabilization of discrete-time non-homogeneous semi-Markov jump linear systems: a polytopic approach
• A survey on hidden Markov jump systems: asynchronous control and filtering
• Robust stability and robust H2 performance of discrete‐time Markovian jump linear systems with uncertain transition probabilities
• Almost sure stability and stabilization of Markovian jump systems with alternative and continuous controller failures
• The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth
• Stability analysis of discrete-time semi-Markov jump linear systems with partly unknown semi-Markov kernel
• Optimal control of a class of positive Markovian bilinear systems
• Generalized \(\mathrm{H}_2\) control of discrete-time semi-Markov jump systems
• Stability and stabilization of Markovian jump linear systems with partly unknown transition probabilities
• Stochastic stability of positive Markov jump linear systems
• Dwell time analysis of deterministic and stochastic switched systems
• Stochastic stability and stabilization of a class of piecewise-homogeneous Markov jump linear systems with mixed uncertainties
• The novel sufficient conditions of almost sure exponential stability for semi-Markov jump linear systems
• Markov jump linear systems with switching transition rates: mean square stability with dwell-time
• Title not available (Why is that?)
• On almost sure stability conditions of linear switching stochastic differential systems
• Sufficient conditions for almost sure stability of jump linear systems
• Stochastically exponential stability and stabilization of uncertain linear hyperbolic PDE systems with Markov jumping parameters
• Title not available (Why is that?)
• Decision-control mechanism for Markovian jump linear systems with Gaussian noise
• optimal control for semi‐Markov jump linear systems via TP‐free temporal difference () learning
• Almost Sure Stability of Discrete-Time Switched Linear Systems: A Topological Point of View
• Finite‐time stochastic dissipative output tracking control of semi‐Markov jump systems via an adaptive event‐triggered mechanism
• The observed mode dependent controller design problem for a class of continuous‐time hidden semi‐Markov jump systems
• Finite-time stability of switched stochastic systems with incremental quadratic constraints
• Mean-square exponential stabilization of mixed-autonomy traffic PDE system
• Stochastic stability of systems with semi-Markovian switching
• Decay rates for stabilization of linear continuous-time systems with random switching
• A Result on Almost Sure Stability of Linear Continuous-Time Markovian Switching Systems
• General stability of stochastic Markov jump linear systems based on the spectrum technique
• An augmented result on almost sure exponential stability of semi-Markov jump systems
• Almost sure and moments stability of jump linear systems
• Sign-stability of positive Markov jump linear systems
• Relations between stochastic stability of Markovian jump linear systems and stabilization of deterministic switched linear systems
• Robustly exponentially almost sure stabilization of uncertain discrete-time composite switched systems
• Almost sure stability of stochastic linear systems with ergodic parameters
• Extended \(\mathcal H_\infty\) filtering of Markov jump nonlinear systems with general uncertain transition probabilities
• \(H_\infty\) control of Markov jump time-delay systems under asynchronous controller and quantizer
• Identification and analysis of stochastic deception attacks on cyber-physical systems
• Mean square stabilization of discrete‐time switching Markov jump linear systems
• Stability analysis of semi-Markov switched stochastic systems
• Output-feedback stabilization control of systems with random switchings and state jumps
• Control of discrete-time semi-Markovian switched linear singular systems

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