Stochastic exponential stability of singular linear systems with Markov jump parameters

Detalhes bibliográficos
Autor(a) principal: Manfrim, Amanda L.P. [UNESP]
Data de Publicação: 2012
Outros Autores: Costa, Eduardo F., Terra, Marco H., Ishihara, Joao Y.
Tipo de documento: Artigo de conferência
Idioma: eng
Título da fonte: Repositório Institucional da UNESP
Texto Completo: http://dx.doi.org/10.2316/P.2012.781-042
http://hdl.handle.net/11449/73484
Resumo: This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.
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spelling Stochastic exponential stability of singular linear systems with Markov jump parametersMarkov chainSingular systemsStabilityStochastic systemsDiscrete-time singular systemsLyapunov equationMarkov jump parameterNumerical exampleSingular linear systemsSingular systemStochastic exponential stabilitiesSufficient conditionsConvergence of numerical methodsLinear systemsMarkov processesLyapunov functionsThis paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.Department of Exact Science Universidade Estadual Paulista, Jaboticabal, Sao PauloDepartment of Applied Mathematics University of Sao Paulo, Sao Carlos, Sao PauloDepartment of Electrical Engineering University of Sao Paulo, Sao Carlos, Sao PauloDepartment of Electrical Engineering University of Braslia, Braslia, Distrito FederalDepartment of Exact Science Universidade Estadual Paulista, Jaboticabal, Sao PauloUniversidade Estadual Paulista (Unesp)Universidade de São Paulo (USP)University of BrasliaManfrim, Amanda L.P. [UNESP]Costa, Eduardo F.Terra, Marco H.Ishihara, Joao Y.2014-05-27T11:26:54Z2014-05-27T11:26:54Z2012-08-08info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/conferenceObject111-118http://dx.doi.org/10.2316/P.2012.781-042Proceedings of the IASTED International Conference on Control and Applications, CA 2012, p. 111-118.http://hdl.handle.net/11449/7348410.2316/P.2012.781-0422-s2.0-84864750969Scopusreponame:Repositório Institucional da UNESPinstname:Universidade Estadual Paulista (UNESP)instacron:UNESPengProceedings of the IASTED International Conference on Control and Applications, CA 2012info:eu-repo/semantics/openAccess2024-06-06T13:44:14Zoai:repositorio.unesp.br:11449/73484Repositório InstitucionalPUBhttp://repositorio.unesp.br/oai/requestopendoar:29462024-06-06T13:44:14Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)false
dc.title.none.fl_str_mv Stochastic exponential stability of singular linear systems with Markov jump parameters
title Stochastic exponential stability of singular linear systems with Markov jump parameters
spellingShingle Stochastic exponential stability of singular linear systems with Markov jump parameters
Manfrim, Amanda L.P. [UNESP]
Markov chain
Singular systems
Stability
Stochastic systems
Discrete-time singular systems
Lyapunov equation
Markov jump parameter
Numerical example
Singular linear systems
Singular system
Stochastic exponential stabilities
Sufficient conditions
Convergence of numerical methods
Linear systems
Markov processes
Lyapunov functions
title_short Stochastic exponential stability of singular linear systems with Markov jump parameters
title_full Stochastic exponential stability of singular linear systems with Markov jump parameters
title_fullStr Stochastic exponential stability of singular linear systems with Markov jump parameters
title_full_unstemmed Stochastic exponential stability of singular linear systems with Markov jump parameters
title_sort Stochastic exponential stability of singular linear systems with Markov jump parameters
author Manfrim, Amanda L.P. [UNESP]
author_facet Manfrim, Amanda L.P. [UNESP]
Costa, Eduardo F.
Terra, Marco H.
Ishihara, Joao Y.
author_role author
author2 Costa, Eduardo F.
Terra, Marco H.
Ishihara, Joao Y.
author2_role author
author
author
dc.contributor.none.fl_str_mv Universidade Estadual Paulista (Unesp)
Universidade de São Paulo (USP)
University of Braslia
dc.contributor.author.fl_str_mv Manfrim, Amanda L.P. [UNESP]
Costa, Eduardo F.
Terra, Marco H.
Ishihara, Joao Y.
dc.subject.por.fl_str_mv Markov chain
Singular systems
Stability
Stochastic systems
Discrete-time singular systems
Lyapunov equation
Markov jump parameter
Numerical example
Singular linear systems
Singular system
Stochastic exponential stabilities
Sufficient conditions
Convergence of numerical methods
Linear systems
Markov processes
Lyapunov functions
topic Markov chain
Singular systems
Stability
Stochastic systems
Discrete-time singular systems
Lyapunov equation
Markov jump parameter
Numerical example
Singular linear systems
Singular system
Stochastic exponential stabilities
Sufficient conditions
Convergence of numerical methods
Linear systems
Markov processes
Lyapunov functions
description This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.
publishDate 2012
dc.date.none.fl_str_mv 2012-08-08
2014-05-27T11:26:54Z
2014-05-27T11:26:54Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/conferenceObject
format conferenceObject
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://dx.doi.org/10.2316/P.2012.781-042
Proceedings of the IASTED International Conference on Control and Applications, CA 2012, p. 111-118.
http://hdl.handle.net/11449/73484
10.2316/P.2012.781-042
2-s2.0-84864750969
url http://dx.doi.org/10.2316/P.2012.781-042
http://hdl.handle.net/11449/73484
identifier_str_mv Proceedings of the IASTED International Conference on Control and Applications, CA 2012, p. 111-118.
10.2316/P.2012.781-042
2-s2.0-84864750969
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Proceedings of the IASTED International Conference on Control and Applications, CA 2012
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv 111-118
dc.source.none.fl_str_mv Scopus
reponame:Repositório Institucional da UNESP
instname:Universidade Estadual Paulista (UNESP)
instacron:UNESP
instname_str Universidade Estadual Paulista (UNESP)
instacron_str UNESP
institution UNESP
reponame_str Repositório Institucional da UNESP
collection Repositório Institucional da UNESP
repository.name.fl_str_mv Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)
repository.mail.fl_str_mv
_version_ 1803045346485469184

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