Markov切换系统的随机稳定性分析

根据混合系统离散状态的动态行为和Markov链的状态也是离散的特点，提出了一类离散状态的动态行为是Markov链的混合系统。与传统的混合系统相比，这类系统能够刻画出混合系统离散动态行为的随机性，可以用来描述系统受到外界环境因素制约和内部突发事件等随机因素影响而发生变化的动态行为。根据动态系统的稳定性定义以及随机过程理论，给出了Markov线性切换系统的随机稳定性定义，并且分析了Markov线性切换系统的随机稳定性问题，给出了判定随机稳定性的充分必要条件。

Stochastic Stability Analysis of Markov Switched System

Markov hybrid system is introduced in which the dynamical behavior of the discrete state is a Markov chain. This is based on the character of the discrete state motion of hybrid systems and the fact that the state of a Markov chain is also discrete, Compared with traditional hybrid system,randomness is introduced in the discrete motion in the Markov hybrid system. This class system can describe the dynamic behavior that results from the effect of internal abrupt events or external stochastic factors. According to the theory of stochastic process,the definition of stochastic stability is given and the stochastic stability of Markov switched system is analyzed. A necessary and sufficient condition for stochastic stability of Markov switched, system is given.