Stochastic Stability of Discrete-Time Switched Systems with a Random Switching Signal

被引：6
|
作者：
Liu, Kai [1 ,2 ]
Mu, Xiaowu [1 ]
Wei, Jumei [1 ]
机构：
[1] Zhengzhou Univ, Sch Math & Stat, Zhengzhou, Peoples R China
[2] Henan Inst Engn, Coll Sci, Zhengzhou, Peoples R China
来源：
MATHEMATICAL PROBLEMS IN ENGINEERING | 2015年 / 2015卷
关键词：
JUMP LINEAR-SYSTEMS; STABILIZATION;
D O I：
10.1155/2015/191458
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
Necessary and sufficient condition for stochastic stability of discrete-time linear switched system with a random switching signal is considered in this paper, assuming that the switching signal allows fixed dwell time before a Markov switch occurs. It is shown that the stochastic stability of the system is equivalent to that of an auxiliary system with state transformations at switching time, whose switching signal is a Markov chain. The stochastic stability is studied using a stochastic Lyapunov approach. The effectiveness of the proposed approach is demonstrated by a numerical example.
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收藏
页数：9
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