This paper deals with a stochastic stability concept for discrete-time Markovian jump linear systems. The random jump parameter is associated to changes between the system operation modes due to failures or repairs, which can be well described by an underlying finite-state Markov chain. In the model
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Stochastic integrals for martingales of a jump process with partially accessible jump times
β Scribed by Robert J. Elliott
- Publisher
- Springer
- Year
- 1976
- Tongue
- English
- Weight
- 505 KB
- Volume
- 36
- Category
- Article
- ISSN
- 1432-2064
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