Name
Abstract | ||
|---|---|---|
In this paper, we study the almost sure stability of continuous-time jump linear systems with a finite-state Markov form process. A sufficient condition for almost sure stability is derived that refers to the statistics of the transition matrix over m switches. It is shown that, if the system is exponentially almost sure stable, there exists a finite m such that the criterion is satisfied. In order to evaluate the expected value appearing in the condition, an efficient Monte Carlo algorithm is worked out. |
Year | DOI | Venue |
|---|---|---|
2006 | 10.1016/j.automatica.2006.02.007 | Automatica |
Keywords | Field | DocType |
Markov jump linear systems,Stochastic jump processes,Hybrid systems,Stability,Monte Carlo method | Applied mathematics,Markov process,M-matrix,Stochastic matrix,Control theory,Markov chain,Stochastic process,Expected value,Exponential stability,Calculus,Mathematics,Jump process | Journal |
Volume | Issue | ISSN |
42 | 6 | 0005-1098 |
Citations | PageRank | References |
23 | 1.78 | 3 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| P. Bolzern | 1 | 99 | 17.69 |
| P. Colaneri | 2 | 94 | 20.76 |
| G. de Nicolao | 3 | 246 | 54.53 |