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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.
2013
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IEEE TRANSACTIONS ON AUTOMATIC CONTROL
sì
WOS:000312898300021
2-s2.0-84871809458
Esperti anonimi
Inglese
Internazionale
STAMPA
58
1
209
214
6
switching systems; Markov chains; Markov Jump Linear Systems; stochastic stability
http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6213076
3
info:eu-repo/semantics/article
262
Bolzern, P; Colaneri, P; DE NICOLAO, Giuseppe
1 Contributo su Rivista::1.1 Articolo in rivista
none
1.1 Articolo in rivista
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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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