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A New Proof to the Necessity of a Second Moment Stability Condition of Discrete-Time Markov Jump Linear Systems with Real States
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-06-08
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
This paper studies the second moment stability of a discrete-time jump linear system with real states and the system matrix switching in a Markovian fashion.
A sufficient stability condition was proposed by Fang and Loparo (2002), which only needs to check the eigenvalues of a deterministic matrix and is much more computationally efficient than other equivalent conditions.
The proof to the necessity of that condition, however, is a challenging problem.
In the paper by Costa and Fragoso (2004), a proof was given by extending the state domain to the complex space.
This paper proposes an alternative necessity proof, which does not need to extend the state domain.
The proof in this paper demonstrates well the essential properties of the Markov jump systems and achieves the desired result in the real state space.
American Psychological Association (APA)
Ling, Qiang& Deng, Haojiang. 2012. A New Proof to the Necessity of a Second Moment Stability Condition of Discrete-Time Markov Jump Linear Systems with Real States. Journal of Applied Mathematics،Vol. 2012, no. 2012, pp.1-10.
https://search.emarefa.net/detail/BIM-1028957
Modern Language Association (MLA)
Ling, Qiang& Deng, Haojiang. A New Proof to the Necessity of a Second Moment Stability Condition of Discrete-Time Markov Jump Linear Systems with Real States. Journal of Applied Mathematics No. 2012 (2012), pp.1-10.
https://search.emarefa.net/detail/BIM-1028957
American Medical Association (AMA)
Ling, Qiang& Deng, Haojiang. A New Proof to the Necessity of a Second Moment Stability Condition of Discrete-Time Markov Jump Linear Systems with Real States. Journal of Applied Mathematics. 2012. Vol. 2012, no. 2012, pp.1-10.
https://search.emarefa.net/detail/BIM-1028957
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1028957