Stochastic Stability of Discrete-Time Switched Systems with a Random Switching Signal

Kai Liu, Xiaowu Mu and Jumei Wei

Mathematical Problems in Engineering, 2015, vol. 2015, 1-9

Abstract:

Necessary and sufficient condition for stochastic stability of discrete-time linear switched system with a random switching signal is considered in this paper, assuming that the switching signal allows fixed dwell time before a Markov switch occurs. It is shown that the stochastic stability of the system is equivalent to that of an auxiliary system with state transformations at switching time, whose switching signal is a Markov chain. The stochastic stability is studied using a stochastic Lyapunov approach. The effectiveness of the proposed approach is demonstrated by a numerical example.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:191458

DOI: 10.1155/2015/191458

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