Markov jump linear systems with switching transition rates: mean square stability with dwell-time. (English) Zbl 1192.93119
Summary: The stability of a class of Markov Jump Linear Systems characterized by piecewise-constant transition rates and system dynamics is investigated. For these Switching Markov Jump Linear Systems, mean square stability is analyzed through the time evolution of the second-order moment of the state. The main result is a sufficient condition that guarantees mean square stability under constraints on the dwell-time between switching instants. An alternative condition based on Kronecker calculus is worked out. It is shown that both stability criteria admit an LMI implementation.
MSC:
| 93E12 | Identification in stochastic control theory |
| 93C30 | Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) |
| 60J75 | Jump processes (MSC2010) |
Keywords:
Markov jump linear systems; stochastic jump processes; hybrid systems; stability; dwell-timeReferences:
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