Robust stability of Markov jump linear systems through randomized evaluations

Alessandro N. Vargas, Marcio A.F. Montezuma, Xinghua Liu and Ricardo C.L.F. Oliveira

Applied Mathematics and Computation, 2019, vol. 346, issue C, 287-294

Abstract: The paper presents a method for checking the robust mean square stability of continuous-time Markov jump linear systems. The robustness arises in the analysis due to the assumption that the Markovian transition probability matrix is partially known. The corresponding infinite-dimensional robust stability problem, difficult to solve, is then converted into a probabilistic problem, amenable to the numerical viewpoint, taking advantage of the randomized (scenario) approach. The paper shows examples—including a real-time electronic-circuit application—for which the results from the literature fail to determine the robust stability but the randomized approach gives a positive answer.

Keywords: Stochastic systems; Markov jump systems; Randomized approach; Stability; RLC circuits (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:346:y:2019:i:c:p:287-294

DOI: 10.1016/j.amc.2018.09.064

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