On the solvability and almost sure stability of discrete-time Markov jump linear singular systems

Jorge R. Chávez-Fuentes, Jorge E. Mayta, Eduardo F. Costa, M. H. Terra

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Scopus citations

Abstract

The problem of the existence of a unique solution of a discrete-time Markov jump linear singular systems (MJLSS) and the Almost sure stability (ASS) of these systems are addressed in this paper. Based on the concept of regularity mode-to-mode, a sufficient condition for the existence and uniqueness of a solution of a certain class of MJLSS is given. Concerning the stability, a new concept of top Lyapunov exponent for an MJLSS is proposed and it is used to obtain a test to check the stability of the system.

Original languageEnglish
Title of host publication54rd IEEE Conference on Decision and Control,CDC 2015
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages5067-5072
Number of pages6
ISBN (Electronic)9781479978861
DOIs
StatePublished - 8 Feb 2015
Event54th IEEE Conference on Decision and Control, CDC 2015 - Osaka, Japan
Duration: 15 Dec 201518 Dec 2015

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume54rd IEEE Conference on Decision and Control,CDC 2015
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Conference

Conference54th IEEE Conference on Decision and Control, CDC 2015
Country/TerritoryJapan
CityOsaka
Period15/12/1518/12/15

Keywords

  • Eigenvalues and eigenfunctions
  • Markov processes
  • Mathematical model
  • Stability criteria
  • Standards
  • Yttrium

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