Title | ||
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Mean square stability of Markov Jump Linear Systems with piecewise constant transition rates under dwell-time specifications |
Abstract | ||
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This paper deals with the stability of a class of Markov Jump Linear Systems characterized by piecewise-constant transition rates and system dynamics. These systems are called Switching Markov Jump Linear Systems. Mean square stability analysis is carried out by studying the time evolution of the second-order moment of the state. A sufficient condition guaranteeing mean square stability under constraints on the dwell-time between switching instants is derived. It is shown that such a condition, as well as another one based on Kronecker calculus, admit an LMI implementation. |
Year | Venue | Keywords |
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2009 | Control Conference | markov processes,linear matrix inequalities,linear systems,piecewise constant techniques,stability,stability criteria,switching systems (control),kronecker calculus,lmi implementation,dwe-time specifications,mean square stability analysis,piecewise-constant transition rates,second-order moment,sufficient condition,switching markov jump linear systems,switching instants,system dynamics,time evolution,switches,numerical stability |
Field | DocType | ISBN |
Dwell time,Applied mathematics,Kronecker delta,Markov process,Linear system,Control theory,System dynamics,Markov kernel,Numerical stability,Piecewise,Mathematics | Conference | 978-3-9524173-9-3 |
Citations | PageRank | References |
1 | 0.41 | 3 |
Authors | ||
3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Paolo Bolzern | 1 | 304 | 30.90 |
Patrizio Colaneri | 2 | 950 | 90.11 |
De Nicolao, G. | 3 | 126 | 15.30 |