Comments on "Stochastic stability of jump linear systems"

IEEE Transactions on Automatic Control

Volumn 49, Issue 8, 2004, Pages 1414-1416

  Costa, Oswaldo L V ^a   Fragoso, Marcelo D ^b  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

^b LABORATÓRIO NACIONAL DE COMPUTAÇÃO CIENTÍFICA   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

DISCRETE TIME CONTROL SYSTEMS; EIGENVALUES AND EIGENFUNCTIONS; LINEAR SYSTEMS; MARKOV PROCESSES; MATRIX ALGEBRA; PROBABILITY DISTRIBUTIONS; THEOREM PROVING; VECTORS;

KRONECKER PRODUCT; MARKOV JUMP LINEAR SYSTEMS; MEAN SQUARE STABILITY;

SYSTEM STABILITY;

EID: 4344701086     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2004.832654     Document Type: Note

References (6)

1. O. L. V. Costa and M. D. Fragoso, "Stability results for discrete-time linear systems with Markovian jumping parameters," J. Math. Anal. Applicat., vol. 179, pp. 155-178, 1993.
2. Y. Fang and K. Loparo, "Stochastic stability of jump linear systems," IEEE Trans. Automat. Contr., vol. 47, pp. 1204-1208, July 2002.
3. T. Kailath, Linear Systems. Upper Saddle River, NJ: Prentice-Hall, 1980.
4. C. S. Kubrusly, "Mean square stability for discrete bounded linear systems in Hilbert space," SIAM J. Control Optim., vol. 23, pp. 19-29, 1985.
5. A. W. Naylor and G. R. Sell, Linear Operator Theory in Engineering and Science, 2nd ed. New York, NY: Springer-Verlag, 1982.
6. J. Weidmann, Linear Operators in Hilbert Spaces. New York, NY: Springer-Verlag, 1980.