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Asymptotic stability in probability of singular stochastic systems with Markovian switchings
Author(s) -
Ding Yucai,
Zhong Shouming,
Long Shaohua
Publication year - 2017
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/rnc.3795
Subject(s) - mathematics , exponential stability , algebraic number , stability (learning theory) , markov process , lyapunov function , mathematical analysis , computer science , nonlinear system , statistics , physics , quantum mechanics , machine learning
Summary This paper investigates the problem of asymptotic stability in probability for singular stochastic systems with Markovian switchings. A stochastic Lyapunov theorem on asymptotic stability in probability for the considered systems is provided. Also, we show that the original system has the same stability property as its difference‐algebraic form based on singular value decomposition. By utilizing the earlier results, a sufficient condition is obtained in terms of linear matrix inequalities, which is easy to check by using standard software. Copyright © 2017 John Wiley & Sons, Ltd.