Stochastic exponential stability of singular linear systems with Markov jump parameters


Autoria(s): Manfrim, Amanda L.P.; Costa, Eduardo F.; Terra, Marco H.; Ishihara, Joao Y.
Contribuinte(s)

Universidade Estadual Paulista (UNESP)

Data(s)

27/05/2014

27/05/2014

08/08/2012

Resumo

This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.

Formato

111-118

Identificador

http://dx.doi.org/10.2316/P.2012.781-042

Proceedings of the IASTED International Conference on Control and Applications, CA 2012, p. 111-118.

http://hdl.handle.net/11449/73484

10.2316/P.2012.781-042

2-s2.0-84864750969

Idioma(s)

eng

Relação

Proceedings of the IASTED International Conference on Control and Applications, CA 2012

Direitos

closedAccess

Palavras-Chave #Markov chain #Singular systems #Stability #Stochastic systems #Discrete-time singular systems #Lyapunov equation #Markov jump parameter #Numerical example #Singular linear systems #Singular system #Stochastic exponential stabilities #Sufficient conditions #Convergence of numerical methods #Linear systems #Markov processes #Lyapunov functions
Tipo

info:eu-repo/semantics/conferencePaper