Stability analysis of discrete-time Markov jump linear singular systems with partially known transition probabilities
| Autor: | Juan E. Casavilca, Jorge R. Chávez-Fuentes, Jorge C. Guerrero, Eduardo F. Costa |
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| Rok vydání: | 2021 |
| Předmět: |
Stochastic stability
General Computer Science Mechanical Engineering Singular systems Stability (probability) Discrete time and continuous time Control and Systems Engineering Decomposition (computer science) Order (group theory) Applied mathematics SIMULAÇÃO (ESTATÍSTICA) Electrical and Electronic Engineering MATLAB computer computer.programming_language Markov jump Mathematics |
| Zdroj: | Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual) Universidade de São Paulo (USP) instacron:USP |
| Popis: | In this paper, we present sufficient conditions for the stochastic stability (SS) of a Markov jump linear singular system (MJLSS) with partially known transition probabilities. To handle this problem, we give two different approaches: the first one is based on the Dynamics decomposition (DD) of the system and the second one on the Weierstrass decomposition (WD). We show the relationship between these two approaches and provide a numerical example. By using the MATLAB Econometrics Toolbox, a simulation is run in order to validate our results. |
| Databáze: | OpenAIRE |
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