Title :
Mean square stability of non-homogeneous Markov jump linear systems using interval analysis
Author :
Chitraganti, Shaikshavali ; Aberkane, S. ; Aubrun, Christophe
Author_Institution :
Centre de Rech. en Autom. de Nancy (CRAN), Univ. de Lorraine, Vandoeuvre-les-Nancy, France
Abstract :
This paper deals with a discrete-time Markov jump linear system with a non-homogeneous Markov Chain. In particular, we consider the situation when the transition probability matrix of the non-homogeneous Markov Chain is varying in an interval, and obtained a sufficient condition for the mean square stability of the proposed system.
Keywords :
Markov processes; discrete time systems; matrix algebra; stability; discrete-time Markov jump linear system; interval analysis; mean square stability; nonhomogeneous Markov chain; nonhomogeneous Markov jump linear systems; sufficient condition; transition probability matrix; Convergence; Linear matrix inequalities; Linear systems; Markov processes; Numerical stability; Stability analysis;
Conference_Titel :
Control Conference (ECC), 2013 European
