Spectral characterisation for stability and stabilisation of linear stochastic systems with Markovian switching and its applications | Zendy

Sheng Li | Zendy; Gao Ming | Zendy; Zhang Weihai | Zendy

Open Access

Spectral characterisation for stability and stabilisation of linear stochastic systems with Markovian switching and its applications

Author(s) -

Sheng Li,

Gao Ming,

Zhang Weihai

Publication year - 2013

Publication title -

iet control theory and applications

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.059

H-Index - 108

eISSN - 1751-8652

pISSN - 1751-8644

DOI - 10.1049/iet-cta.2012.0471

Subject(s) - control theory (sociology) , stability (learning theory) , markov process , linear system , computer science , mathematics , control (management) , artificial intelligence , mathematical analysis , statistics , machine learning

This study is concerned with the stability analysis and stabilisation of linear stochastic systems with Markovian switching by using the spectral technique. The notion of spectrum for Markovian jump linear stochastic systems (MJLSSs) is introduced and the relationship between the spectrum and the asymptotical mean‐square stability is revealed. As applications, a necessary and sufficient condition for regional stability of MJLSSs and a result on generalised Lyapunov equations are derived. Examples are presented to illustrate the results established.

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