Markov Jump Linear Systems with switching transition rates: Mean square stability with dwell-time |
| |
| Authors: | Paolo Bolzern [Author Vitae] Patrizio Colaneri [Author Vitae] |
| |
| Affiliation: | a Politecnico di Milano, Dipartimento di Elettronica e Informazione, Piazza Leonardo da Vinci 32, 20133 Milano, Italy
b Università di Pavia, Dipartimento di Informatica e Sistemistica, Via Ferrata 1, 27100 Pavia, Italy |
| |
| Abstract: | The stability of a class of Markov Jump Linear Systems characterized by piecewise-constant transition rates and system dynamics is investigated. For these Switching Markov Jump Linear Systems, mean square stability is analyzed 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 constraints on the dwell-time between switching instants. An alternative condition based on Kronecker calculus is worked out. It is shown that both the stability criteria admit an LMI implementation. |
| |
| Keywords: | Markov Jump Linear Systems Stochastic jump processes Hybrid systems Stability Dwell-time |
| 本文献已被 ScienceDirect 等数据库收录！ |
