Stochastic stability for Markovian jump linear systems associated with a finite number of jump times
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...
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2003 |
| País: | Brasil |
| Institución: | Universidade Estadual Paulista (UNESP) |
| Repositorio: | Repositório Institucional da UNESP |
| Idioma: | inglés |
| OAI Identifier: | oai:repositorio.unesp.br:11449/7088 |
| Acceso en línea: | http://dx.doi.org/10.1016/S0022-247X(03)00424-4 http://hdl.handle.net/11449/7088 |
| Access Level: | acceso abierto |
| Palabra clave: | Markov jump linear systems stochastic stability maintenance model |
| Sumario: | 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 studied, a fixed number of failures or repairs is allowed, after which, the system is brought to a halt for maintenance or for replacement. The usual concepts of stochastic stability are related to pure infinite horizon problems, and are not appropriate in this scenario. A new stability concept is introduced, named stochastic tau-stability that is tailored to the present setting. Necessary and sufficient conditions to ensure the stochastic tau-stability are provided, and the almost sure stability concept associated with this class of processes is also addressed. The paper also develops equivalences among second order concepts that parallels the results for infinite horizon problems. (C) 2003 Elsevier B.V. All rights reserved. |
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