Stochastic exponential stability of singular linear systems with Markov jump parameters
Nenhuma Miniatura disponível
Data
2012-08-08
Orientador
Coorientador
Pós-graduação
Curso de graduação
Título da Revista
ISSN da Revista
Título de Volume
Editor
Tipo
Trabalho apresentado em evento
Direito de acesso
Acesso aberto
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.
Descrição
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
Idioma
Inglês
Como citar
Proceedings of the IASTED International Conference on Control and Applications, CA 2012, p. 111-118.
