| Full text | |
| Author(s): |
Total Authors: 4
|
| Affiliation: | [1] PUCP, Dept Sci, Lima - Peru
[2] Univ Sao Paulo, Dept Appl Math & Stat, Sao Carlos, SP - Brazil
[3] Univ Sao Paulo, Dept Elect Engn, Sao Carlos, SP - Brazil
Total Affiliations: 3
|
| Document type: | Journal article |
| Source: | SYSTEMS & CONTROL LETTERS; v. 107, p. 92-99, SEP 2017. |
| Web of Science Citations: | 3 |
| Abstract | |
In this paper stochastic and almost sure stability of a Markov jump linear singular system are analyzed. First, it is given a set of coupled generalized Lyapunov equations to characterize the stochastic stability of the system. Second, it is introduced a top Lyapunov exponent to give a sufficient condition for almost sure stability. Our approach captures the solvability issue arising in this class of systems, leading to Lyapunov equations whose parameters reflex the solvability in an explicit manner. Two examples are presented in order to show the effectiveness of the proposed stability analysis. (C) 2017 Elsevier B.V. All rights reserved. (AU) | |
| FAPESP's process: | 14/08432-0 - Attitude and heading reference system based on recursive robust Kalman filter implemented in FPGA |
| Grantee: | Marco Henrique Terra |
| Support Opportunities: | Research Grants - eScience and Data Science Program - Regular Program Grants |
| FAPESP's process: | 13/19380-8 - Control and filtering of stochastic systems |
| Grantee: | Eduardo Fontoura Costa |
| Support Opportunities: | Regular Research Grants |