TY - JOUR
T1 - Stability analysis of discrete-time Markov jump linear singular systems with partially known transition probabilities
AU - Guerrero, Jorge C.
AU - Chávez-Fuentes, Jorge R.
AU - Casavilca, Juan E.
AU - Costa, Eduardo F.
N1 - Publisher Copyright:
© 2021 Elsevier B.V.
PY - 2021/12
Y1 - 2021/12
N2 - 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.
AB - 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.
KW - Linear matrix inequalities
KW - Markovian jump linear systems
KW - Partially known transition probabilities
KW - Singular systems
KW - Stability
UR - http://www.scopus.com/inward/record.url?scp=85118595851&partnerID=8YFLogxK
U2 - 10.1016/j.sysconle.2021.105057
DO - 10.1016/j.sysconle.2021.105057
M3 - Article
AN - SCOPUS:85118595851
SN - 0167-6911
VL - 158
JO - Systems and Control Letters
JF - Systems and Control Letters
M1 - 105057
ER -