Stochastic stability of Positive Markov Jump Linear Systems

Automatica

Volumn 50, Issue 4, 2014, Pages 1181-1187

  Bolzern, Paolo ^a   Colaneri, Patrizio ^a   De Nicolao, Giuseppe ^b  

^a POLITECNICO DI MILANO   (Italy)

^b UNIVERSITY OF PAVIA   (Italy)

Author keywords

Hybrid systems; Markov Jump Linear Systems; Positive systems; Stability

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; HYBRID SYSTEMS;

FEASIBILITY PROBLEM; MARKOV JUMP LINEAR SYSTEMS; NON NEGATIVES; POSITIVE SYSTEMS; STABILITY NOTION; STABILITY PROPERTIES; STATE VARIABLES; STOCHASTIC STABILITY;

STABILITY;

EID: 84898860896     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2014.02.016     Document Type: Article

References (25)

1. S. Aberkane, J.C. Ponsart, M. Rodrigues, and D. Sauter Output feedback control of a class of stochastic hybrid systems Automatica 44 2008 1325 1332
2. D. Angeli, and P.A. Kountouriotis A stochastic approach to dynamic demand refrigerator control IEEE Transactions on Control Systems Technology 20 2012 581 592
3. A. Berman, and R.J. Plemmons Nonnegative matrices in the mathematical sciences 1994 SIAM Philadelphia, PA
4. P. Bolzern, P. Colaneri, and G. De Nicolao On almost sure stability of continuous-time Markov jump linear systems Automatica 42 2006 983 988
5. P. Bolzern, P. Colaneri, and G. De Nicolao Markov Jump Linear Systems with switching transition rates: mean square stability with dwell-time Automatica 46 2010 1081 1088
6. E.K. Boukas Stochastic switching systems 2005 Birkhäuser Basel, Berlin
7. S. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan Linear matrix inequalities in system and control theory 1994 SIAM Philadelphia
8. P. Bremaud Markov chains: gibbs fields, Monte Carlo simulation, and queues 1998 Springer-Verlag New York
9. O.L.V. Costa, M.D. Fragoso, and R.P. Marquez Discrete-time Markov jump linear systems 2005 Springer-Verlag London
10. O.L.V. Costa, M.D. Fragoso, and M.G. Todorov Continuous-time Markov jump linear systems 2013 Springer-Verlag Berlin
11. C.A. Desoer, and M. Vidyasagar Feedback systems: input-output properties 1975 Academic Press New York
12. J.B.R. do Val, and T. Basar Receding horizon control of jump linear systems and a macroeconomic policy problem Journal of Economic Dynamics and Control 23 1999 1099 1131
13. Y. Fang A new general sufficient condition for almost sure stability of jump linear systems IEEE Transactions on Automatic Control AC-42 1997 378 382
14. Y. Fang, and K.A. Loparo Stabilization of continuous-time jump linear systems IEEE Transactions on Automatic Control AC-47 10 2002 1590 1603
15. Y. Fang, K.A. Loparo, and X. Feng Almost sure and δ-moment stability of jump linear systems International Journal of Control 59 5 1994 1281 1307
16. L. Farina, and S. Rinaldi Positive linear systems - theory and applications 2000 Wiley & Sons New York, NY
17. X. Feng, K.A. Loparo, Y. Ji, and H.J. Chizeck Stochastic stability properties of jump linear systems IEEE Transactions on Automatic Control AC-37 1 1992 38 53
18. A. Graham Kroneker products and matrix calculus with applications 1981 Horwood Chichester
19. M. Khanbaghi, R.P. Malhamé, and M. Perrier Optimal white water and broke recirculation policies in paper mills via jump linear quadratic control IEEE Transactions on Control Systems Technology 10 2002 578 588
20. F. Kozin A survey of stability of stochastic systems Automatica 5 1969 95 112
21. D.G. Luenberger, and Y. Ye Linear and nonlinear programming 2008 Springer New York
22. N. Meskin, and K. Khorasani Fault detection and isolation of discrete-time Markovian jump linear systems with application to a network of multi-agent systems having imperfect communication channels Automatica 45 2009 2032 2040
23. M. Otero, D.H. Barmak, C.O. Dorso, H.G. Solari, and M.A. Natiello Modeling dengue outbreaks Mathematical Biosciences 232 2011 87 95
24. M. Tanelli, B. Picasso, P. Bolzern, and P. Colaneri Almost sure stabilization of uncertain continuous-time Markov Jump Linear Systems IEEE Transactions on Automatic Control AC-55 2010 195 201
25. N. Xiao, L. Xie, and M. Fu Stabilization of Markov jump linear systems using quantized state feedback Automatica 46 2010 1696 1702