Stochastic exponential stability of singular linear systems with Markov jump parameters
dc.contributor.author | Manfrim, Amanda L.P. [UNESP] | |
dc.contributor.author | Costa, Eduardo F. | |
dc.contributor.author | Terra, Marco H. | |
dc.contributor.author | Ishihara, Joao Y. | |
dc.contributor.institution | Universidade Estadual Paulista (Unesp) | |
dc.contributor.institution | Universidade de São Paulo (USP) | |
dc.contributor.institution | University of Braslia | |
dc.date.accessioned | 2014-05-27T11:26:54Z | |
dc.date.available | 2014-05-27T11:26:54Z | |
dc.date.issued | 2012-08-08 | |
dc.description.abstract | 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. | en |
dc.description.affiliation | Department of Exact Science Universidade Estadual Paulista, Jaboticabal, Sao Paulo | |
dc.description.affiliation | Department of Applied Mathematics University of Sao Paulo, Sao Carlos, Sao Paulo | |
dc.description.affiliation | Department of Electrical Engineering University of Sao Paulo, Sao Carlos, Sao Paulo | |
dc.description.affiliation | Department of Electrical Engineering University of Braslia, Braslia, Distrito Federal | |
dc.description.affiliationUnesp | Department of Exact Science Universidade Estadual Paulista, Jaboticabal, Sao Paulo | |
dc.format.extent | 111-118 | |
dc.identifier | http://dx.doi.org/10.2316/P.2012.781-042 | |
dc.identifier.citation | Proceedings of the IASTED International Conference on Control and Applications, CA 2012, p. 111-118. | |
dc.identifier.doi | 10.2316/P.2012.781-042 | |
dc.identifier.scopus | 2-s2.0-84864750969 | |
dc.identifier.uri | http://hdl.handle.net/11449/73484 | |
dc.language.iso | eng | |
dc.relation.ispartof | Proceedings of the IASTED International Conference on Control and Applications, CA 2012 | |
dc.rights.accessRights | Acesso aberto | |
dc.source | Scopus | |
dc.subject | Markov chain | |
dc.subject | Singular systems | |
dc.subject | Stability | |
dc.subject | Stochastic systems | |
dc.subject | Discrete-time singular systems | |
dc.subject | Lyapunov equation | |
dc.subject | Markov jump parameter | |
dc.subject | Numerical example | |
dc.subject | Singular linear systems | |
dc.subject | Singular system | |
dc.subject | Stochastic exponential stabilities | |
dc.subject | Sufficient conditions | |
dc.subject | Convergence of numerical methods | |
dc.subject | Linear systems | |
dc.subject | Markov processes | |
dc.subject | Lyapunov functions | |
dc.title | Stochastic exponential stability of singular linear systems with Markov jump parameters | en |
dc.type | Trabalho apresentado em evento | |
dcterms.license | http://www.actapress.com/privacy.aspx#copyrighttitle | |
unesp.author.lattes | 1145201873276458[1] | |
unesp.author.orcid | 0000-0002-2890-9684[1] | |
unesp.campus | Universidade Estadual Paulista (Unesp), Faculdade de Ciências Agrárias e Veterinárias, Jaboticabal | pt |
unesp.department | Ciências Exatas - FCAV | pt |