Stochastic and exponential stability of discrete-time Markov jump linear singular systems

Autor(es)

Chavez-Fuentes, Jorge R. ^[1] ; Mayta, Jorge E. ^[1] ; Costa, Eduardo F. ^[2] ; Terra, Marco H. ^[3]

Afiliação do(s) autor(es)

^[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

• Tipo de documento: Artigo Científico
• Fonte: SYSTEMS & CONTROL LETTERS; v. 107, p. 92-99, SEP 2017.
• Citações Web of Science: 3

Resumo

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)

• Processo FAPESP: 14/08432-0 - Sistema de referência de atitude, orientação e posição baseado em Filtro de Kalman robusto implementado em FPGA
• Beneficiário: Marco Henrique Terra
• Modalidade de apoio: Auxílio à Pesquisa - Programa eScience e Data Science - Regular
• Processo FAPESP: 13/19380-8 - Controle e filtragem de sistemas estocásticos
• Beneficiário: Eduardo Fontoura Costa
• Modalidade de apoio: Auxílio à Pesquisa - Regular