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Stochastic stability of positive Markov jump linear systems with completely/partially known transition rates.
- Source :
-
Transactions of the Institute of Measurement & Control . Jun2018, Vol. 40 Issue 9, p2724-2731. 8p. - Publication Year :
- 2018
-
Abstract
- This paper addresses the stochastic stability problem of positive Markov jump linear systems (PMJLSs). A necessary and sufficient condition of stochastic stability for PMJLSs is given which can be checked by solving linear programming feasibility problems due to the positivity property. A common co-positive Lyapunov function is constructed to solve the problem, and the equivalence among stochastic stability, 1-moment stability and exponential mean stability is proved afterwards. Considering the uncertain transition rates situation, PMJLSs with partially known transition rate matrix are investigated, and a necessary and sufficient condition for robust stochastic stability is proposed in linear programming form. Numerical examples are presented to show the effectiveness of the proposed results. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01423312
- Volume :
- 40
- Issue :
- 9
- Database :
- Academic Search Index
- Journal :
- Transactions of the Institute of Measurement & Control
- Publication Type :
- Academic Journal
- Accession number :
- 129890149
- Full Text :
- https://doi.org/10.1177/0142331218755577