Title :
Stochastic stability of jump linear systems
Author :
Fang, Yuguang ; Loparo, Kenneth A.
Author_Institution :
Dept. of Electr. & Comput. Eng., Univ. of Florida, Gainesville, FL, USA
fDate :
7/1/2002 12:00:00 AM
Abstract :
In this note, some testable conditions for mean square (i.e., second moment) stability for discrete-time jump linear systems with time-homogenous and time-inhomogenous finite state Markov chain form processes are presented
Keywords :
Markov processes; discrete time systems; linear systems; stability criteria; discrete-time jump linear systems; mean square stability; second moment stability; stability conditions; stability criteria; stochastic stability; time-homogenous finite state Markov chain form processes; time-inhomogenous finite state Markov chain form processes; Communication system control; Digital control; Equations; Linear systems; Observers; Optimal control; Stability; State estimation; Stochastic systems; Sufficient conditions;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2002.800674
