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Transition probability bounds for the stochastic stability robustness of continuous- and discrete-time Markovian jump linear systems

Karan, Mehmet and Shi, Peng and Kaya, Yalcin (2006) Transition probability bounds for the stochastic stability robustness of continuous- and discrete-time Markovian jump linear systems. Automatica, 42 (12). pp. 2159-2168. ISSN 0005-1098

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Abstract

This paper considers the robustness of stochastic stability of Markovian jump linear systems in continuous- and discrete-time with respect to their transition rates and probabilities, respectively. The continuous-time (discrete-time) system is described via a continuous-valued state vector and a discrete-valued mode which varies according to a Markov process (chain). By using stochastic Lyapunov function approach and Kronecker product transformation techniques, sufficient conditions are obtained for the robust stochastic stability of the underlying systems, which are in terms of upper bounds on the perturbed transition rates and probabilities. Analytical expressions are derived for scalar systems, which are straightforward to use. Numerical examples are presented to show the potential of the proposed techniques.

Item Type: Article
Uncontrolled Keywords: ResPubID18815, Markovian jump systems, parameter uncertainty, robustness, stochastic stability
Subjects: FOR Classification > 0906 Electrical and Electronic Engineering
FOR Classification > 0103 Numerical and Computational Mathematics
Faculty/School/Research Centre/Department > Institute for Logistics and Supply Chain Management (ILSCM)
Depositing User: VUIR
Date Deposited: 27 Apr 2012 00:36
Last Modified: 27 Apr 2012 00:36
URI: http://vuir.vu.edu.au/id/eprint/3020
DOI: 10.1016/j.automatica.2006.07.002
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Citations in Scopus: 75 - View on Scopus

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