...
  • 主题
高级搜索  >
历史搜索 清空历史
首页> 外文期刊>SIAM Journal on Control and Optimization >A unified approach for stochastic and mean square stability of continuous-time linear systems with Markovian jumping parameters and additive disturbances
【24h】

A unified approach for stochastic and mean square stability of continuous-time linear systems with Markovian jumping parameters and additive disturbances

机译：具有马尔可夫跳跃参数和加性扰动的连续时间线性系统的随机和均方稳定性的统一方法

获取原文
获取原文并翻译 | 示例
           
页面导航
  • 摘要
  • 著录项
  • 相似文献
  • 相关主题

摘要

Necessary and sufficient conditions for stochastic stability ( SS) and mean square stability (MSS) of continuous-time linear systems subject to Markovian jumps in the parameters and additive disturbances are established. We consider two scenarios regarding the additive disturbances: one in which the system is driven by a Wiener process, and one characterized by functions in L-2(m) (Omega, F, P), which is the usual scenario for the H-infinity approach. The Markov process is assumed to take values in an infinite countable set S. It is shown that SS is equivalent to the spectrum of an augmented matrix lying in the open left half plane, to the existence of a solution for a certain Lyapunov equation, and implies ( is equivalent for S finite) asymptotic wide sense stationarity (AWSS). It is also shown that SS is equivalent to the state x(t) belonging to L-2(n) (Omega, F, P) whenever the disturbances are in L-2(m) (Omega, F, P). For the case in which S is finite, SS and MSS are equivalent, and the Lyapunov equation can be written down in two equivalent forms with each one providing an easier-to-check sufficient condition.
机译：建立了连续时间线性系统受参数马尔可夫跳跃和加性扰动的随机稳定性（SS）和均方稳定性（MSS）的充要条件。对于加性扰动，我们考虑了两种情况：一种是由维纳过程驱动的系统，另一种是具有L-2（m）（Omega，F，P）函数的特征，这是H-的常见情况。无限方法。假设马尔可夫过程采用无穷可数集合S中的值。证明了SS等效于位于左半开放平面中的增广矩阵的谱，并且等于某个Lyapunov方程的解的存在，并且隐含（等效于S有限）渐近广义感知平稳性（AWSS）。还表明，只要扰动在L-2（m）（Omega，F，P）中，SS就等于属于L-2（n）（Omega，F，P）的状态x（t）。对于S是有限的情况，SS和MSS是等价的，并且Lyapunov方程可以用两种等价形式写下，每种形式都提供了易于检查的充分条件。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱：kefu@zhangqiaokeyan.com

京公网安备：11010802029741号 ICP备案号：京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有

  • 客服微信

  • 服务号