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

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

9 Citas (Scopus)

Resumen

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.

Idioma originalInglés
Número de artículo105057
PublicaciónSystems and Control Letters
Volumen158
DOI
EstadoPublicada - dic. 2021

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