Stochastic exponential stability of singular linear systems with Markov jump parameters

Trabalho apresentado em evento

Fecha

2012-08-08

Registro en:

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

http://repositorioslatinoamericanos.uchile.cl/handle/2250/3922484

Autor

Universidade Estadual Paulista (Unesp)

Universidade de São Paulo (USP)

University of Braslia

Institución

Universidade Paulista Júlio de Mesquita Filho (Brasil)

Resumen

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.