Almost sure stability of discrete-time Markov jump linear systems

Authors

DOI:

https://doi.org/10.17268/sel.mat.2019.01.10

Keywords:

Markov jump linear systems, Lyapunov exponent, almost sure stability

Abstract

The present work deals with the study of the almost sure stability of discrete-time Markov jump linear systems (MJLS). First, the stability of linear systems in discrete time (MJLS with a single mode) is introduced by the Lyapunov exponent. Then the extension of this theory to the general case is approached: a variant of Birkhoff’s
ergodic theorem is used to revise the equality (4.6) for the Lyapunov exponent described in [6], from this we obtain the characterization of the almost sure stability of the MJLS.

Author Biography

Victor Camarena P., Facultad de Ciencias, Universidad Nacional de Ingeniería, Av.Túpac Amaru 210, Lima-Perú

Facultad de Ciencias, Universidad Nacional de Ingeniería, Av.

Túpac Amaru 210, Lima-Perú

References

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Published

2019-07-21

How to Cite

Camarena P., V. (2019). Almost sure stability of discrete-time Markov jump linear systems. Selecciones Matemáticas, 6(01), 77-83. https://doi.org/10.17268/sel.mat.2019.01.10

Issue

Vol. 6 No. 01 (2019): January - July

Section

Articles

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