Stochastic Stability for Markovian Jump Linear Systems Subject to a Crucial Failure Event
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Data
2003-11-07
Autores
Do Val, João B.R.
Nespoli, Crisliane [UNESP]
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Resumo
This paper is concerned with the stability of discrete-time linear systems subject to random jumps in the parameters, described by an underlying finite-state Markov chain. In the model studied, a stopping time τ Δ is associated with the occurrence of a crucial failure after which the system is brought to a halt for maintenance. The usual stochastic stability concepts and associated results are not indicated, since they are tailored to pure infinite horizon problems. Using the concept named stochastic τ-stability, equivalent conditions to ensure the stochastic stability of the system until the occurrence of τ Δ is obtained. In addition, an intermediary and mixed case for which τ represents the minimum between the occurrence of a fix number N of failures and the occurrence of a crucial failure τ Δ is also considered. Necessary and sufficient conditions to ensure the stochastic τ-stability are provided in this setting that are auxiliary to the main result.
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Discrete time control systems, Failure (mechanical), Markov processes, Discrete-time linear systems, Linear systems
Como citar
Proceedings of the American Control Conference, v. 5, p. 4249-4254.