Stochastic stability of jump linear systems

Yuguang Fang; Kenneth A. Loparo

doi:10.1109/TAC.2002.800674

Stochastic stability of jump linear systems

Yuguang Fang, Kenneth A. Loparo

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

174 Citations (Scopus)

Abstract

In this note, some testable conditions for mean square (i.e., second moment) stability for discrete-time jump linear systems with time-homogeneous and time-inhomogeneous finite state Markov chain form processes are presented.

Original language	English
Pages (from-to)	1204-1208
Journal	IEEE Transactions on Automatic Control
Volume	47
Issue number	7
DOIs	https://doi.org/10.1109/TAC.2002.800674
Publication status	Published - Jul 2002
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

Jump linear systems
Kronecker product
Lyapunov equation
Mean square stability
Stability
Stochastic systems

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abstract = "In this note, some testable conditions for mean square (i.e., second moment) stability for discrete-time jump linear systems with time-homogeneous and time-inhomogeneous finite state Markov chain form processes are presented.",

keywords = "Jump linear systems, Kronecker product, Lyapunov equation, Mean square stability, Stability, Stochastic systems",

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T1 - Stochastic stability of jump linear systems

AU - Fang, Yuguang

AU - Loparo, Kenneth A.

N1 - 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].

PY - 2002/7

Y1 - 2002/7

N2 - In this note, some testable conditions for mean square (i.e., second moment) stability for discrete-time jump linear systems with time-homogeneous and time-inhomogeneous finite state Markov chain form processes are presented.

AB - In this note, some testable conditions for mean square (i.e., second moment) stability for discrete-time jump linear systems with time-homogeneous and time-inhomogeneous finite state Markov chain form processes are presented.

KW - Jump linear systems

KW - Kronecker product

KW - Lyapunov equation

KW - Mean square stability

KW - Stability

KW - Stochastic systems

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DO - 10.1109/TAC.2002.800674

M3 - RGC 21 - Publication in refereed journal

SN - 0018-9286

VL - 47

SP - 1204

EP - 1208

JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

IS - 7

ER -

Stochastic stability of jump linear systems

Abstract

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Research Keywords

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