Stochastic stability of jump linear systems

被引:144
|
作者
Fang, YG [1 ]
Loparo, KA
机构
[1] Univ Florida, Dept Elect & Comp Engn, Gainesville, FL 32611 USA
[2] Case Western Reserve Univ, Dept Elect Engn & Comp Sci, Cleveland, OH 44106 USA
关键词
jump linear systems; Kronecker product; Lyapunov equation; mean square stability; stability; stochastic systems;
D O I
10.1109/TAC.2002.800674
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 note, some testable conditions for mean square (i.e., second moment) stability for discrete-time jump linear systems with time-homogenous and time-inhomogenous finite state Markov chain form processes are presented.
引用
收藏
页码:1204 / 1208
页数:5
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