Abstract
In this paper, we study almost sure and moment stability of continuous time jump linear systems with a finite state Markov jump form process. We prove that the concepts of δ-moment stability, exponential δ-moment stability and stochastic δ-moment stability are equivalent and that each of these implies almost sure (sample path) stability. We also show that for sufficiently small δ, almost sure exponential stability and δ-moment stability are equivalent and that the region of δ-moment stability converges monotonically to the almost sure stability region as δ ↓ 0 +. Sufficient conditions for δ-moment stability and almost sure stability are developed.
| Original language | English |
|---|---|
| Pages (from-to) | 369-395 |
| Journal | Dynamics of Continuous, Discrete and Impulsive Systems Series A: Mathematical Analysis |
| Volume | 11 |
| Issue number | 2-3 |
| Publication status | Published - Apr 2004 |
| Externally published | Yes |
Bibliographical note
Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].Research Keywords
- δ-moment stability
- Almost sure stability
- Jump linear systems
- Lyapunov exponent