Stability analysis of discrete-time stochastic systems with infinite Markov jump parameter

2015 ◽  
Author(s):  
Ting Hou ◽  
Hongji Ma
Keyword(s):  
Stability Analysis ◽  
Discrete Time ◽  
Stochastic Systems ◽  
Markov Jump

Regularity and stability analysis of discrete-time Markov jump linear singular systems

Automatica ◽  
2017 ◽  
Vol 76 ◽  
pp. 32-40 ◽  
Author(s):  
Jorge R. Chávez-Fuentes ◽  
Eduardo F. Costa ◽  
Jorge E. Mayta ◽  
Marco H. Terra
Keyword(s):  
Stability Analysis ◽  
Discrete Time ◽  
Singular Systems ◽  
Markov Jump

Stability analysis of discrete-time Markov jump linear singular systems with partially known transition probabilities

2021 ◽  
Vol 158 ◽  
pp. 105057
Author(s):  
Jorge C. Guerrero ◽  
Jorge R. Chávez-Fuentes ◽  
Juan E. Casavilca ◽  
Eduardo F. Costa
Keyword(s):  
Stability Analysis ◽  
Discrete Time ◽  
Transition Probabilities ◽  
Singular Systems ◽  
Markov Jump

Robust Control and Stability Analysis for Stochastic Systems with Markov Jump

2014 ◽  
Vol 631-632 ◽  
pp. 684-687
Author(s):  
Cheng Wang
Keyword(s):  
Stability Analysis ◽  
Robust Control ◽  
Markov Process ◽  
Stochastic Systems ◽  
Research Trends ◽  
Information Control ◽  
Research Topics ◽  
Markov Jump ◽  
New Type ◽  
New Research

Stochastic systems with Markov jump is a new type of stochastic system in recent years, which is a new field integrated by information, control and Markov process. This paper introduces the research history and the newest research trends of stochastic systems with Markov jump, and presents many widespread theoretical and application problems. Moreover, some new research topics and directions related to stochastic systems with Markov jump are proposed.

scholarly journals Exponential Stability and Robust H∞ Control for Discrete-Time Time-Delay Infinite Markov Jump Systems

2018 ◽  
Vol 2018 ◽  
pp. 1-9 ◽  
Author(s):  
Yueying Liu ◽  
Ting Hou
Keyword(s):  
Time Delay ◽  
Exponential Stability ◽  
Discrete Time ◽  
Stochastic Systems ◽  
Sufficient Conditions ◽  
Mean Square ◽  
Markov Jump ◽  
Multiplicative Noises ◽  
Exogenous Disturbance ◽  
Mean Square Exponential Stability

In this paper, exponential stability and robust H∞ control problem are investigated for a class of discrete-time time-delay stochastic systems with infinite Markov jump and multiplicative noises. The jumping parameters are modeled as an infinite-state Markov chain. By using a novel Lyapunov-Krasovskii functional, a new sufficient condition in terms of matrix inequalities is derived to guarantee the mean square exponential stability of the equilibrium point. Then some sufficient conditions for the existence of feedback controller are presented to guarantee that the resulting closed-loop system has mean square exponential stability for the zero exogenous disturbance and satisfies a prescribed H∞ performance level. Numerical simulations are exploited to validate the applicability of developed theoretical results.

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