Title :
Pointwise Stability of Discrete-Time Stationary Matrix-Valued Markovian Processes
Author :
Xiongping Dai ; Yu Huang ; Mingqing Xiao
Author_Institution :
Dept. of Math., Nanjing Univ., Nanjing, China
Abstract :
In this technical note, we study the pointwise stability of a discrete-time, matrix-valued, and stationary Markovian jump linear system. When the system is restricted to a linear subspace, we show that it is pointwise convergent if and only if it is pointwise exponentially convergent under the framework of probability and symbolic dynamics.
Keywords :
Markov processes; discrete time systems; linear systems; matrix algebra; probability; stability; discrete-time stationary matrix-valued Markovian process; pointwise stability; probability; stationary Markovian jump linear system; symbolic dynamics; Convergence; Indexes; Linear systems; Silicon; Silicon compounds; Stability criteria; Switches; Markovian jump linear systems; pointwise convergence; pointwise exponential convergence;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2014.2361594
