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切换转移率的随机Markov跳跃系统在驻留时间下的均方稳定性
引用本文:王鹏,谭诚,高艳山. 切换转移率的随机Markov跳跃系统在驻留时间下的均方稳定性[J]. 佳木斯工学院学报, 2012, 0(3): 462-464
作者姓名:王鹏  谭诚  高艳山
作者单位:山东科技大学信息科学与工程学院,山东青岛266590
摘    要:研究了切换转移率的随机Markov跳跃线性系统的稳定性.通过状态二阶矩的时间更新研究了具有不确定噪声的切换转移率的随机Markov跳跃线性系统的均方稳定性,本文主要运用数学归纳法得到了在驻留时间约束下保证系统均方稳定的一个充分条件.

关 键 词:随机系统  Markov跳跃线性系统  驻留时间  均方稳定性

Mean Square Stability with Dwell -time of Stochastic Markov Jump Linear Systems with Stransition Rates
Affiliation:WANG Peng, TAN Cheng, GAO Yan -shan ( College of Information Science and Engineering, Shandong University of Science and Technology, Qingdao 266590, China)
Abstract:The stability of a class of stochastic Markov Jump Linear Systems characterized by piecewise constant transition rates and system dynamics was studied. For these switching stochastic Markov Jump Linear Systems, mean square stability was investigated through the time evolution of the second - order moment of the state. The main result is a sufficient condition that guarantees mean square stability under dwell - time constraints.
Keywords:stochastic system  Markov jump linear system  dwell - time  mean square stability
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