The stability of a class of Markov Jump Linear Systems characterized by piecewise-constant transition rates and system dynamics is investigated. For these Switching Markov Jump Linear Systems, mean square stability is analyzed through the time evolution of the second-order moment of the state. The main result is a sufficient condition that guarantees mean square stability under constraints on the dwell-time between switching instants. An alternative condition based on Kronecker calculus is worked out. It is shown that both the stability criteria admit an LMI implementation.

Markov Jump Linear Systems with switching transition rates: Mean square stability with dwell-time”,

DE NICOLAO, GIUSEPPE
2010-01-01

Abstract

The stability of a class of Markov Jump Linear Systems characterized by piecewise-constant transition rates and system dynamics is investigated. For these Switching Markov Jump Linear Systems, mean square stability is analyzed through the time evolution of the second-order moment of the state. The main result is a sufficient condition that guarantees mean square stability under constraints on the dwell-time between switching instants. An alternative condition based on Kronecker calculus is worked out. It is shown that both the stability criteria admit an LMI implementation.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/218362
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