Almost Sure Stability of Markov Jump Linear Systems With Deterministic Switching

作者：Bolzern Paolo^*; Colaneri Patrizio; De Nicolao Giuseppe

来源：IEEE Transactions on Automatic Control, 2013, 58(1): 209-214.

DOI：10.1109/TAC.2012.2203049

• Almost sure stability
• dwell-time
• Markov jump systems

The technical note studies a class of linear systems whose piecewise-constant dynamic matrix is subject to both stochastic jumps, governed by a Markov chain, and deterministic switches. These systems will be dubbed switching dynamics Markov jump linear systems (SD-MJLS). Sufficient conditions for exponential almost sure stability (EAS-stability) are established under either hard or average constraints on the dwell-time between switching instants. The proof relies on easy-to-check norm contractivity conditions and the ergodic law of large numbers.

• 出版日期2013-1