Lagrange Asymptotic Stability of Weak Detectable Markov Jump Linear Systems With Bounded Long Run Average Cost

Autor(es)

Barbosa, Brenno G. ^[1] ; Costa, Eduardo F. ^[1]

Afiliação do(s) autor(es)

^[1] Univ Sao Paulo, Dept Matemat Aplicada & Estat, Inst Ciencias Matemat & Computacao, BR-13560970 Sao Carlos, SP - Brazil

• Tipo de documento: Artigo Científico
• Fonte: IEEE Transactions on Automatic Control; v. 58, n. 5, p. 1280-1283, MAY 2013.
• Citações Web of Science: 0

Resumo

In this note we study the stability of Markov jump linear systems with additive noise. We show in a rather direct manner that the system is mean square Lagrange asymptotic stable if and only if the long run average cost is bounded and the system is weak detectable, generalizing previous results employing observability notions. In control applications this means that, for detectable systems, closed loop controls incurring in bounded long run average cost are ensured to be stabilizing. A numerical example is included. (AU)

• Processo FAPESP: 10/04968-1 - Estabilidade para o Problema de Custo Médio a Longo Prazo de Sistemas Lineares com Saltos Markovianos
• Beneficiário: Brenno Gustavo Barbosa
• Modalidade de apoio: Bolsas no Brasil - Mestrado
• Processo FAPESP: 10/12360-3 - Estabilidade de filtros de Kalman para sistemas dinâmicos estocásticos
• Beneficiário: Eduardo Fontoura Costa
• Modalidade de apoio: Auxílio à Pesquisa - Regular