Title
Mean square stability of Markov Jump Linear Systems with piecewise constant transition rates under dwell-time specifications
Abstract
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
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 Bolzern130430.90
Patrizio Colaneri295090.11
De Nicolao, G.312615.30