The technical note studies a class of linear systems whose piecewise-constant dynamic matrix is subject to both stochastic jumps, governed by a Markov chain, and deterministic switches. These systems will be dubbed switching dynamics Markov jump linear systems (SD-MJLS). Sufficient conditions for exponential almost sure stability (EAS-stability) are established under either hard or average constraints on the dwell-time between switching instants. The proof relies on easy-to-check norm contractivity conditions and the ergodic law of large numbers.

Almost Sure Stability of Markov Jump Linear Systems With Deterministic Switching

DE NICOLAO, GIUSEPPE
2013-01-01

Abstract

The technical note studies a class of linear systems whose piecewise-constant dynamic matrix is subject to both stochastic jumps, governed by a Markov chain, and deterministic switches. These systems will be dubbed switching dynamics Markov jump linear systems (SD-MJLS). Sufficient conditions for exponential almost sure stability (EAS-stability) are established under either hard or average constraints on the dwell-time between switching instants. The proof relies on easy-to-check norm contractivity conditions and the ergodic law of large numbers.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/808236
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