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

Autor(es)

Guerrero, Jorge C. ^[1] ; Chavez-Fuentes, Jorge R. ^[1] ; Casavilca, Juan E. ^[1] ; Costa, Eduardo F. ^[2]

Afiliação do(s) autor(es)

^[1] Pontificia Univ Catolica Peru, Dept Sci, San Miguel - Peru

^[2] Univ Sao Paulo Sao Carlos, Inst Ciencias Matemat & Comp, Sao Carlos - Brazil

• Tipo de documento: Artigo Científico
• Fonte: SYSTEMS & CONTROL LETTERS; v. 158, DEC 2021.
• Citações Web of Science: 0

Resumo

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)

• Processo FAPESP: 13/07375-0 - CeMEAI - Centro de Ciências Matemáticas Aplicadas à Indústria
• Beneficiário: Francisco Louzada Neto
• Modalidade de apoio: Auxílio à Pesquisa - Centros de Pesquisa, Inovação e Difusão - CEPIDs