Stochastic stability for discrete-time singular systems with Markov jump parameters

被引:3
|
作者
Manfrim, A. L. P. [1 ]
Terra, M. H. [1 ]
Costa, E. F. [2 ]
Ishihara, J. Y. [3 ]
机构
[1] Univ Sao Paulo, Dept Elect Engn, CP 359, BR-13566590 Sao Carlos, SP, Brazil
[2] Univ London Imperial Coll Sci Technol & Med, Dept Elect & Elect Engn, London SW7 2AZ, England
[3] Univ Brasilia, Dept Elect Engn, BR-70910900 Brasilia, DF, Brazil
基金
巴西圣保罗研究基金会;
关键词
D O I
10.1109/ACC.2008.4586728
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper, stochastic stability for discrete-time singular systems with Markov jump parameters is addressed. We present a set of coupled generalised Lyapunov equations (CGLEs) that serves as a necessary and sufficient condition for stochastic stability. A method for solving the obtained CGLEs is also presented, based on iterations of usual descriptor Lyapunov equations. An illustrative example is included.
引用
收藏
页码:1650 / +
页数:2
相关论文
共 50 条
  • [1] Stochastic and exponential stability of discrete-time Markov jump linear singular systems
    Chavez-Fuentes, Jorge R.
    Mayta, Jorge E.
    Costa, Eduardo F.
    Terra, Marco H.
    [J]. SYSTEMS & CONTROL LETTERS, 2017, 107 : 92 - 99
  • [2] Analysis of the stability of Discrete-time Markov Jump Linear Singular Systems
    Mayta Guillermo, Jorge Enrique
    Moreno Capristano, Maritza Lourdes
    [J]. 2020 59TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2020, : 4281 - 4286
  • [3] Stochastic stability for discrete-time Markov jump Lur'e systems
    Gonzaga, C. A. C.
    Costa, O. L. V.
    [J]. 2013 IEEE 52ND ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2013, : 5993 - 5998
  • [4] Stabilization of discrete-time singular Markov jump systems
    [J]. Lou, S. (shtlou@mail.xidian.edu.cn), 1600, Nanjing University of Aeronautics an Astronautics (44):
  • [5] Regularity and stability analysis of discrete-time Markov jump linear singular systems
    Chavez-Fuentes, Jorge R.
    Costa, Eduardo F.
    Mayta, Jorge E.
    Terra, Marco H.
    [J]. AUTOMATICA, 2017, 76 : 32 - 40
  • [6] Stability Analysis of Discrete-Time Stochastic Systems with Infinite Markov Jump Parameter
    Hou, Ting
    Ma, Hongji
    [J]. 2015 AMERICAN CONTROL CONFERENCE (ACC), 2015, : 4192 - 4197
  • [7] Robust stability for discrete-time uncertain singular Markov jump systems with actuator saturation
    Ma, S.
    Zhang, C.
    Zhu, S.
    [J]. IET CONTROL THEORY AND APPLICATIONS, 2011, 5 (02): : 255 - 262
  • [8] Stability and stabilization of discrete-time singular Markov jump systems with time-varying delay
    Ma, Shuping
    Boukas, El-Kebir
    Chinniah, Y.
    [J]. INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2010, 20 (05) : 531 - 543
  • [9] Stability analysis and synthesis of discrete-time semi-Markov jump singular systems
    Liu, Jiamin
    Li, Zhao-Yan
    [J]. INTERNATIONAL JOURNAL OF CONTROL, 2024, 97 (03) : 625 - 634
  • [10] On the Solvability and Almost sure stability of Discrete-time Markov Jump Linear Singular Systems
    Chavez-Fuentes, Jorge R.
    Mayta, Jorge E.
    Costa, Eduardo F.
    Terra, M. H.
    [J]. 2015 54TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2015, : 5067 - 5072