Stochastic exponential stability of singular linear systems with Markov jump parameters

dc.contributor.authorManfrim, Amanda L.P. [UNESP]
dc.contributor.authorCosta, Eduardo F.
dc.contributor.authorTerra, Marco H.
dc.contributor.authorIshihara, Joao Y.
dc.contributor.institutionUniversidade Estadual Paulista (Unesp)
dc.contributor.institutionUniversidade de São Paulo (USP)
dc.contributor.institutionUniversity of Braslia
dc.date.accessioned2014-05-27T11:26:54Z
dc.date.available2014-05-27T11:26:54Z
dc.date.issued2012-08-08
dc.description.abstractThis 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.affiliationDepartment of Exact Science Universidade Estadual Paulista, Jaboticabal, Sao Paulo
dc.description.affiliationDepartment of Applied Mathematics University of Sao Paulo, Sao Carlos, Sao Paulo
dc.description.affiliationDepartment of Electrical Engineering University of Sao Paulo, Sao Carlos, Sao Paulo
dc.description.affiliationDepartment of Electrical Engineering University of Braslia, Braslia, Distrito Federal
dc.description.affiliationUnespDepartment of Exact Science Universidade Estadual Paulista, Jaboticabal, Sao Paulo
dc.format.extent111-118
dc.identifierhttp://dx.doi.org/10.2316/P.2012.781-042
dc.identifier.citationProceedings of the IASTED International Conference on Control and Applications, CA 2012, p. 111-118.
dc.identifier.doi10.2316/P.2012.781-042
dc.identifier.scopus2-s2.0-84864750969
dc.identifier.urihttp://hdl.handle.net/11449/73484
dc.language.isoeng
dc.relation.ispartofProceedings of the IASTED International Conference on Control and Applications, CA 2012
dc.rights.accessRightsAcesso aberto
dc.sourceScopus
dc.subjectMarkov chain
dc.subjectSingular systems
dc.subjectStability
dc.subjectStochastic systems
dc.subjectDiscrete-time singular systems
dc.subjectLyapunov equation
dc.subjectMarkov jump parameter
dc.subjectNumerical example
dc.subjectSingular linear systems
dc.subjectSingular system
dc.subjectStochastic exponential stabilities
dc.subjectSufficient conditions
dc.subjectConvergence of numerical methods
dc.subjectLinear systems
dc.subjectMarkov processes
dc.subjectLyapunov functions
dc.titleStochastic exponential stability of singular linear systems with Markov jump parametersen
dc.typeTrabalho apresentado em evento
dcterms.licensehttp://www.actapress.com/privacy.aspx#copyrighttitle
unesp.author.lattes1145201873276458[1]
unesp.author.orcid0000-0002-2890-9684[1]
unesp.campusUniversidade Estadual Paulista (Unesp), Faculdade de Ciências Agrárias e Veterinárias, Jaboticabalpt
unesp.departmentCiências Exatas - FCAVpt

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