Stochastic stability of Positive Markov Jump Linear Systems

被引:196
|
作者
Bolzern, Paolo [1 ]
Colaneri, Patrizio [1 ]
De Nicola, Giuseppe [2 ]
机构
[1] Politecn Milan, Dipartimento Elettr Informaz & Bioingn, I-20133 Milan, Italy
[2] Univ Pavia, Dipartimento Ingn Ind & Informaz, I-27100 Pavia, Italy
关键词
Markov Jump Linear Systems; Positive systems; Hybrid systems; Stability; SURE STABILITY;
D O I
10.1016/j.automatica.2014.02.016
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper investigates on the stability properties of Positive Markov Jump Linear Systems (PMJLS's), i.e. Markov Jump Linear Systems with nonnegative state variables. Specific features of these systems are highlighted. In particular, a new notion of stability (Exponential Mean stability) is introduced and is shown to be equivalent to the standard notion of 1-moment stability. Moreover, various sufficient conditions for Exponential Almost-Sure stability are worked out, with different levels of conservatism. The implications among the different stability notions are discussed. It is remarkable that, thanks to the positivity assumption, some conditions can be checked by solving Linear Programming feasibility problems. (C) 2014 Elsevier Ltd. All rights reserved.
引用
收藏
页码:1181 / 1187
页数:7
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