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

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

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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

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

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Author(s):	Guerrero, Jorge C. ^[1] ; Chavez-Fuentes, Jorge R. ^[1] ; Casavilca, Juan E. ^[1] ; Costa, Eduardo F. ^[2] Total Authors: 4
Affiliation:	^[1] Pontificia Univ Catolica Peru, Dept Sci, San Miguel - Peru ^[2] Univ Sao Paulo Sao Carlos, Inst Ciencias Matemat & Comp, Sao Carlos - Brazil Total Affiliations: 2
Document type:	Journal article
Source:	SYSTEMS & CONTROL LETTERS; v. 158, DEC 2021.
Web of Science Citations:	0
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. (C) 2021 Elsevier B.V. All rights reserved. (AU)

FAPESP's process:	13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
Grantee:	Francisco Louzada Neto
Support Opportunities:	Research Grants - Research, Innovation and Dissemination Centers - RIDC

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