DocumentCode
697356
Title
Some aspects of stability in continuous time linear infinite Markov jump parameter systems
Author
Fragoso, Marcelo D. ; Baczynski, Jack
Author_Institution
Dept. of Syst. & Control, Lab. Nac. de Comput. Cienc. - LNCC, Petropolis, Brazil
fYear
2001
fDate
4-7 Sept. 2001
Firstpage
2088
Lastpage
2091
Abstract
We deal with linear systems with Markovian Jump Parameters (LSMJP). Most of the literature on this matter adopts a finite state space for the Markov chain. In this paper we focus on the countably infinite state space case showing that, unlike the finite state space case (see [8]), two important concepts in optimal control theory, namely, stochastic stability (SS) and mean square stability (MSS) are no longer equivalent in this setting.
Keywords
Markov processes; continuous time systems; linear systems; optimal control; stability; state-space methods; stochastic systems; LSMJP; MSS; Markov chain; SS; continuous time linear infinite systems; infinite state space; linear systems with Markovian jump parameters; mean square stability; optimal control theory; stochastic stability; Aerospace electronics; Linear systems; Markov processes; Optimal control; Stability analysis; Trajectory; continuous time; infinite Markov chain; jump parameter; linear system; optimal control; stability;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ECC), 2001 European
Conference_Location
Porto
Print_ISBN
978-3-9524173-6-2
Type
conf
Filename
7076230
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