Stochastic stability of jump linear systems

IEEE Transactions on Automatic Control

Volumn 47, Issue 7, 2002, Pages 1204-1208

  Fang, Yuguang ^a   Loparo, Kenneth A ^b  

^a University of Florida   (United States)

^b Case Western Reserve University ^*  (United States)

Author keywords

Jump linear systems; Kronecker product; Lyapunov equation; Mean square stability; Stability; Stochastic systems

Indexed keywords

DISCRETE TIME CONTROL SYSTEMS; FINITE AUTOMATA; LYAPUNOV METHODS; MARKOV PROCESSES; PROBABILITY DISTRIBUTIONS; STOCHASTIC CONTROL SYSTEMS; SYSTEM STABILITY;

DISCRETE-TIME JUMP LINEAR SYSTEMS; KRONECKER PRODUCT; MEAN SQUARE STABILITY; STOCHASTIC SYSTEMS;

LINEAR CONTROL SYSTEMS;

EID: 0036646846     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2002.800674     Document Type: Article

References (13)

1. Stabilization of some stochastic discrete-time control systems
2. Stability and control of discrete-time jump linear systems
3. Stability of linear feedback systems with random communication delays
4. Stochastic stability properties of jump linear systems
5. Optimal stationary control for dynamic systems with Markov perturbations
6. A survey of stability of stochastic systems
7. Random differential equations in control theory
8. Limit theorems for noncommutative operators
9. Discrete-time Markovian-jump linear linear quadratic optimal control