Title :
Stability analysis of an i.i.d. descriptor jump linear system: A spectral analysis approach
Author :
Chavez-Fuentes, Jorge R. ; Costa, Eduardo F. ; Terra, M.H.
Author_Institution :
Dept. de Cienc., Pontificia Univ. Catolica del Peru PUCP, Lima, OH, USA
Abstract :
Mean square stability of a discrete-time descriptor jump linear system driven by an independent, identically distributed process (i.i.d.) is shown to be equivalent to the generalized spectral radius of a pair of augmented matrices being less than one. This test for stability extends an existing result from i.i.d. jump linear system to i.i.d. descriptor systems. Examples are provided to show the results of the paper.
Keywords :
discrete time systems; matrix algebra; stability; stochastic systems; IID descriptor jump linear system; augmented matrices; discrete-time descriptor jump linear system; mean square stability; spectral analysis approach; Equations; Linear systems; Markov processes; Numerical stability; Silicon; Stability analysis; Vectors;
Conference_Titel :
Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
Conference_Location :
Firenze
Print_ISBN :
978-1-4673-5714-2
DOI :
10.1109/CDC.2013.6760394
