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Title:
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On the stability in probability of Markov jump systems with quadratic terms
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Author:
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Vargas, Alessandro N.; Pujol Vázquez, Gisela; Acho Zuppa, Leonardo; do Val, Joao B.R.
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Other authors:
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Universitat Politècnica de Catalunya. Departament de Matemàtiques; Universitat Politècnica de Catalunya. CoDAlab - Control, Modelització, Identificació i Aplicacions |
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Abstract:
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The note presents conditions to assure the stability in probability for a class of continuoustime quadratic Markov jump systems. From the viewpoint of the state-space evolution, the system has two parts: (i) a linear term, in which the matrix parameter jumps according to a Markov chain, and (ii) a quadratic term with no jumps. The stability in probability for the quadratic Markov jump system is then assured under mild conditions. A numerical example illustrates the usefulness of the derived results. |
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Abstract:
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The note presents conditions to assure the stability in probability for a class of continuoustime quadratic Markov jump systems. From the viewpoint of the state-space evolution, the system has two parts: (i) a linear term, in which the matrix parameter jumps according to a Markov chain, and (ii) a quadratic term with no jumps. The stability in probability for the quadratic Markov jump system is then assured under mild conditions. A numerical example illustrates the usefulness of the derived results. |
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Abstract:
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Peer Reviewed |
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Subject(s):
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-Àrees temàtiques de la UPC::Matemàtiques i estadística::Probabilitat
-Markov processes
-Distribution (Probability theory)
-Jump Systems
-Stability in probability
-Markov, Processos de
-Distribució (Teoria de la probabilitat)
-Classificació AMS::60 Probability theory and stochastic processes::60J Markov processes |
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Rights:
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Document type:
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Article - Published version
Conference Object |
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