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

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2002年 / 47卷 / 07期

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

页码：1204 / 1208

页数：5

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