Almost sure stability of discrete‐time Markov jump linear systems
Author(s) -
Song Yang,
Dong Hao,
Yang Taicheng,
Fei Minrui
Publication year - 2014
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.2013.0550
Subject(s) - control theory (sociology) , discrete time and continuous time , stability (learning theory) , jump , markov chain , linear system , mathematics , computer science , markov process , statistics , artificial intelligence , control (management) , physics , mathematical analysis , quantum mechanics , machine learning
This study deals with a transient analysis and almost sure stability for the discrete‐time Markov jump linear systems (MJLS). The expectation of the sojourn time and the activation number of any mode and the switching number between any two modes of the discrete‐time MJLS are presented firstly. Then, an analysis of the transient behaviour is given. Finally, a new deterministically testable condition for the exponentially almost sure stability is proposed.
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