✦ LIBER ✦

Markov Jump Linear Systems with switching transition rates: Mean square stability with dwell-time

✍ Scribed by Paolo Bolzern; Patrizio Colaneri; Giuseppe De Nicolao

Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 483 KB
Volume: 46
Category: Article
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2010.03.007

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✦ Synopsis

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 the stability criteria admit an LMI implementation.

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