Stochastic exponential stability of singular linear systems with Markov jump parameters
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Data
2012-08-08
Orientador
Coorientador
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Curso de graduação
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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.
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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
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Inglês
Como citar
Proceedings of the IASTED International Conference on Control and Applications, CA 2012, p. 111-118.