The stability of a class of Markov jump linear systems (MJLS) characterized by constant transition rates and piecewise-constant system dy- namics is investigated. For these Switching Dynamics Markov jump linear systems (SD-MJLS), almost sure exponential stability (ASE-stability) is analyzed by applying the ergodic law of large numbers under the assumption that suitable average contractivity conditions are satisfied. The main result is a sufficient condition that guarantees ASE-stability under con- straints on the dwell-time between switching instants.
Almost sure stability of Markov jump linear systems with dwell-time constrained switching dynamics
DE NICOLAO, GIUSEPPE
2011-01-01
Abstract
The stability of a class of Markov jump linear systems (MJLS) characterized by constant transition rates and piecewise-constant system dy- namics is investigated. For these Switching Dynamics Markov jump linear systems (SD-MJLS), almost sure exponential stability (ASE-stability) is analyzed by applying the ergodic law of large numbers under the assumption that suitable average contractivity conditions are satisfied. The main result is a sufficient condition that guarantees ASE-stability under con- straints on the dwell-time between switching instants.File in questo prodotto:
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