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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/1029191
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