Artículos de revistas
Average Cost and Stability of Time-Varying Linear Systems
Registro en:
Ieee Transactions On Automatic Control. Ieee-inst Electrical Electronics Engineers Inc, v. 55, n. 3, n. 714, n. 720, 2010.
0018-9286
WOS:000275368100014
10.1109/TAC.2010.2040423
Autor
Vargas, AN
do Val, JBR
Institución
Resumen
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) In this technical note, the stability for time-varying discrete-time stochastic linear systems, with possibly unbounded trajectories, is associated to the existence of the long-run average cost criteria. Under controllability and observability, the stochastic system is stable in the sense that its state tends asymptotically to the origin in the mean. Further conditions related to a lower bound on the long-run average cost, or with periodic time-varying systems, provides uniform second moment stability. 55 3 714 720 Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) FAPESP [03/06736-7, 04/06947-0] CNPq [304856/2007-0]