Stability analysis of discrete-time Markov jump linear singular systems with partially known transition probabilities

Jorge C. Guerrero, Jorge R. Chávez-Fuentes, Juan E. Casavilca, Eduardo F. Costa

Research output: Contribution to journalArticlepeer-review

9 Scopus citations

Abstract

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.

Original languageEnglish
Article number105057
JournalSystems and Control Letters
Volume158
DOIs
StatePublished - Dec 2021

Keywords

  • Linear matrix inequalities
  • Markovian jump linear systems
  • Partially known transition probabilities
  • Singular systems
  • Stability

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