On almost sure stability of continuous-time Markov jump linear systems

Automatica

Volumn 42, Issue 6, 2006, Pages 983-988

  Bolzern, P ^a   Colaneri, P ^a   De Nicolao, G ^b  

^a POLITECNICO DI MILANO   (Italy)

^b UNIVERSITY OF PAVIA   (Italy)

Author keywords

Hybrid systems; Markov jump linear systems; Monte Carlo method; Stability; Stochastic jump processes

Indexed keywords

ALGORITHMS; ASYMPTOTIC STABILITY; MARKOV PROCESSES; MATHEMATICAL TRANSFORMATIONS; MONTE CARLO METHODS;

CONTINUOUS-TIME MARKOV JUMP LINEAR SYSTEMS; M SWITCHES; MONTE CARLO ALGORITHM;

LINEAR SYSTEMS;

EID: 33646147564     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2006.02.007     Document Type: Article

References (16)

1. Arnold, L., Kleimann, W., & Oeljeklaus, E. (1986). Lyapunov exponents of linear stochastic systems. In L. Arnold, & V. Wihstutz (Eds.), Lyapunov exponents, Lecture notes in mathematics, Vol. 1186 (pp. 85-125). Berlin: Springer.
2. Bolzern, P., Colaneri, P., & De Nicolao, G. (2004). On almost sure stability of discrete-time Markov jump linear systems. In Proceedings of 43rd IEEE conference on decision and control (pp. 3204-3208). Atlantis, Paradise Island, The Bahamas.
3. Bremaud P. Markov chains: Gibbs fields, Monte Carlo simulation, and queues (1998), Springer, New York
4. Chizeck H.J., Willsky A.S., and Castanon D. Discrete-time Markovian-jump quadratic optimal control. International Journal of Control 43 1 (1986) 213-231
5. Costa O.L.V., Fragoso M.D., and Marquez R.P. Discrete-time Markov jump linear systems (2005), Springer, London
6. Desoer C.A., and Vidyasagar M. Feedback systems: Input-output properties (1975), Academic Press, New York
7. Fang, Y. (1994). Stability analysis of linear control systems with uncertain parameters. Ph.D. Dissertation, Department of Systems, Control, and Industrial Engineering, Case Western Reserve University, Cleveland, OH.
8. Fang Y. A new general sufficient condition for almost sure stability of jump linear systems. IEEE Transactions on Automatic Control AC-42 (1997) 378-382
9. Fang Y., and Loparo K.A. On the relationship between the sample path and moment Lyapunov exponents for jump linear systems. IEEE Transactions on Automatic Control AC-47 9 (2002) 1556-1560
10. Fang Y., and Loparo K.A. Stabilization of continuous-time jump linear systems. IEEE Transactions on Automatic Control AC-47 10 (2002) 1590-1603
11. Fang, Y., Loparo, K. A., & Feng, X. (1991). Modeling issues for the control systems with communication delays. SCP Research Report, Ford Motor Co.
12. Fang Y., Loparo K.A., and Feng X. Almost sure and δ-moment stability of jump linear systems. International Journal of Control 59 5 (1994) 1281-1307
13. Feng X., Loparo K.A., Ji Y., and Chizeck H.J. Stochastic stability properties of jump linear systems. IEEE Transactions on Automatic Control AC-37 1 (1992) 38-53
14. Gomez-Puig M., and Montalvo J.G. A new indicator to assess the credibility of the EMS. European Economic Review 41 (1997) 1511-1535
15. Krtolica, R., Ozguner, U., Chan, H., Goktas, H., Winckelman, J., & Liubakka, M. (1991). Stability of linear feedback systems with random communication delays. In Proceedings of 1991 American control conference (pp. 2648-2653). Boston, MA, USA.
16. Mariton M. Jump linear systems in automatic control (1990), Marcel Dekker, New York