Title :
Stability of linear Markovian jump systems
Author :
Feng, Xiangbo ; Loparo, Kenneth A.
Author_Institution :
Dept. of Syst. Eng., Case Western Res. Univ., Cleveland, OH, USA
Abstract :
The authors study the stability properties of linear Markovian jump systems and the relationship among second moment and sample path stability properties. It is shown that asymptotic mean square stability, exponential mean square stability, and stochastic stability are equivalent, and that they imply almost sure stability of the system. The relation between almost sure stability and δ-moment stability for ID jump linear systems is also examined. The Lyapunov exponent method for the study of almost sure stability is discussed, and a theorem which characterizes the qualitative properties of Lyapunov exponents of the jump linear systems is stated
Keywords :
Lyapunov methods; Markov processes; stability; stochastic systems; δ-moment stability; ID jump linear systems; Lyapunov exponent method; almost sure stability; asymptotic mean square stability; exponential mean square stability; linear Markovian jump systems; sample path stability properties; second moment stability properties; stochastic stability; Cost function; Feedback; Linear systems; Optimal control; Random processes; Stability; State-space methods; Stochastic processes; Stochastic systems; Systems engineering and theory;
Conference_Titel :
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location :
Honolulu, HI
DOI :
10.1109/CDC.1990.203842
