Stability and Exact Observability of Discrete-Time Markov Jump Systems with Multiplicative Noise

摘要：

This study devotes to coping with stability and exact observability of discrete-time Markov jump systems subject to multiplicative noises. By employing a technique of spectrum, three important kinds of stabilities: asymptotic mean square stability, critical stability, and essential instability are first distinguished. Further, exact observability is introduced for the considered dynamical systems and a PBH criterion is presented in terms of the operator spectrum. Based on this criterion, the intrinsic relations among stability, exact observability and the solution of a generalized Lyapunov equation are fully addressed.

关键词： Markov Jump Systems Spectra Stability Exact Observability Generalized Lyapunov Equation

作者: HOU Ting ZHANG Weihai MA Hongji

作者单位: College of Information and Electrical Engineering,Shandong University of Science and Technology, Qin College of Science, Shandong University of Science and Technology, Qingdao 266590, P. R. China

会议类型: 国际会议

会议名称: The 31st Chinese Control Conference(第三十一届中国控制会议)

会议地点: 合肥

会议语种:英文

页码: 1634-1639

在线出版日期: 2012-07-01（万方平台首次上网日期，不代表论文的发表时间）