Stochastic exponential stability of singular linear systems with Markov jump parameters

dc.contributorUniversidade Estadual Paulista (Unesp)
dc.contributorUniversidade de São Paulo (USP)
dc.contributorUniversity of Braslia
dc.date.accessioned2014-05-27T11:26:54Z
dc.date.accessioned2022-10-05T18:35:27Z
dc.date.available2014-05-27T11:26:54Z
dc.date.available2022-10-05T18:35:27Z
dc.date.created2014-05-27T11:26:54Z
dc.date.issued2012-08-08
dc.identifierProceedings of the IASTED International Conference on Control and Applications, CA 2012, p. 111-118.
dc.identifierhttp://hdl.handle.net/11449/73484
dc.identifier10.2316/P.2012.781-042
dc.identifier2-s2.0-84864750969
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/3922484
dc.description.abstractThis 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.
dc.languageeng
dc.relationProceedings of the IASTED International Conference on Control and Applications, CA 2012
dc.rightsAcesso aberto
dc.sourceScopus
dc.subjectMarkov chain
dc.subjectSingular systems
dc.subjectStability
dc.subjectStochastic systems
dc.subjectDiscrete-time singular systems
dc.subjectLyapunov equation
dc.subjectMarkov jump parameter
dc.subjectNumerical example
dc.subjectSingular linear systems
dc.subjectSingular system
dc.subjectStochastic exponential stabilities
dc.subjectSufficient conditions
dc.subjectConvergence of numerical methods
dc.subjectLinear systems
dc.subjectMarkov processes
dc.subjectLyapunov functions
dc.titleStochastic exponential stability of singular linear systems with Markov jump parameters
dc.typeTrabalho apresentado em evento


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