On almost sure stability of continuous-time Markov jump linear systems
On almost sure stability of continuous-time Markov jump linear systems
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DOI：
10.1016/j.automatica.2006.02.007
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发表时间：
2006-06
期刊：
影响因子：
--
通讯作者：
P. Bolzern;P. Colaneri;G. Nicolao
中科院分区：
文献类型：
--
作者：
P. Bolzern;P. Colaneri;G. Nicolao
在本文中，我们研究了具有有限状态马尔可夫形式过程的连续时间跳跃线性系统的几乎确定稳定性。导出了几乎确定稳定性的充分条件，该条件涉及 m 个开关上的转移矩阵的统计数据。结果表明，如果系统指数几乎确定稳定，则存在有限的 m 满足准则。为了评估条件中出现的期望值，提出了一种高效的蒙特卡罗算法。
In this paper, we study the almost sure stability of continuous-time jump linear systems with a finite-state Markov form process. A sufficient condition for almost sure stability is derived that refers to the statistics of the transition matrix over m switches. It is shown that, if the system is exponentially almost sure stable, there exists a finite m such that the criterion is satisfied. In order to evaluate the expected value appearing in the condition, an efficient Monte Carlo algorithm is worked out.