Stochastic Stability For Markovian Jump Linear Systems Associated With A Finite Number Of Jump Times

dc.creatorDo Val J.B.R.
dc.creatorNespoli C.
dc.creatorZuniga Y.R.C.
dc.date2002
dc.date2015-06-30T16:41:53Z
dc.date2015-11-26T15:32:06Z
dc.date2015-06-30T16:41:53Z
dc.date2015-11-26T15:32:06Z
dc.date.accessioned2018-03-28T22:40:35Z
dc.date.available2018-03-28T22:40:35Z
dc.identifier
dc.identifierProceedings Of The American Control Conference. , v. 1, n. , p. 334 - 339, 2002.
dc.identifier7431619
dc.identifier
dc.identifierhttp://www.scopus.com/inward/record.url?eid=2-s2.0-0036057658&partnerID=40&md5=d1e1c2a1186d4452f95cb8e6cc8cba9e
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/101611
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/101611
dc.identifier2-s2.0-0036057658
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1262398
dc.descriptionThis paper deals with a stochastic stability concept for discrete-time Markovian jump linear systems. The random jump parameter is associated to changes between the system operation modes due to failures or repairs, which can be well described by an underlying finite-state Markov chain. In the model studied, a fixed number of failures or repairs is accepted, after which, the system is brought to a halt for maintenance or for replacement. The usual concepts of stochastic stability are related to pure infinite horizon problems, and are not appropriate in this scenario. A new stability concept is introduced, named stochastic τ-stability that is tailored to the present setting. Necessary and sufficient conditions to ensure the stochastic τ-stability are provided, and the almost sure stability concept associated with this class of processes is also addressed. The paper also develop an equivalence among second order concepts that parallels the results for infinite horizon problems.
dc.description1
dc.description
dc.description334
dc.description339
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dc.languageen
dc.publisher
dc.relationProceedings of the American Control Conference
dc.rightsfechado
dc.sourceScopus
dc.titleStochastic Stability For Markovian Jump Linear Systems Associated With A Finite Number Of Jump Times
dc.typeActas de congresos


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