Title
Stochastic stability of Positive Markov Jump Linear Systems.
Abstract
This paper investigates on the stability properties of Positive Markov Jump Linear Systems (PMJLS’s), i.e. Markov Jump Linear Systems with nonnegative state variables. Specific features of these systems are highlighted. In particular, a new notion of stability (Exponential Mean stability) is introduced and is shown to be equivalent to the standard notion of 1-moment stability. Moreover, various sufficient conditions for Exponential Almost-Sure stability are worked out, with different levels of conservatism. The implications among the different stability notions are discussed. It is remarkable that, thanks to the positivity assumption, some conditions can be checked by solving Linear Programming feasibility problems.
Year
DOI
Venue
2014
10.1016/j.automatica.2014.02.016
Automatica
Keywords
Field
DocType
Markov Jump Linear Systems,Positive systems,Hybrid systems,Stability
Markov jump linear systems,Linear stability,Mathematical optimization,Exponential function,Stochastic stability,Control theory,Linear programming,State variable,Hybrid system,Mathematics,Positive systems
Journal
Volume
Issue
ISSN
50
4
0005-1098
Citations 
PageRank 
References 
48
1.77
12
Authors
3
Name
Order
Citations
PageRank
Paolo Bolzern130430.90
Patrizio Colaneri295090.11
Giuseppe De Nicolao373876.26