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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.)

Average Cost and Stability of Time-Varying Linear Systems

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Author(s):
Vargas, Alessandro N. [1] ; do Val, Joao B. R. [1]
Total Authors: 2
Affiliation:
[1] Univ Estadual Campinas, UNICAMP, Fac Engn Eletr & Computacao, Depto Telemat, BR-13081970 Campinas, SP - Brazil
Total Affiliations: 1
Document type: Journal article
Source: IEEE Transactions on Automatic Control; v. 55, n. 3, p. 714-720, MAR 2010.
Web of Science Citations: 19
Abstract

In this technical note, the stability for time-varying discrete-time stochastic linear systems, with possibly unbounded trajectories, is associated to the existence of the long-run average cost criteria. Under controllability and observability, the stochastic system is stable in the sense that its state tends asymptotically to the origin in the mean. Further conditions related to a lower bound on the long-run average cost, or with periodic time-varying systems, provides uniform second moment stability. (AU)

FAPESP's process: 03/06736-7 - Control and filtering of Markovian jumping parameters stochastic systems
Grantee:João Bosco Ribeiro do Val
Support type: Research Projects - Thematic Grants