Equivalence of the stability of discrete-time Markov jump linear systems

This paper investigates the stability of discrete-time Markov jump linear system of second-order, this type of system is similar to the family of discrete-time Markov jump linear system it is known in classical literature as MJLS. We present some consistent stability definitions for the system, wher...

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Bibliographic Details
Main Authors: Jorge Enrique Mayta Guillermo, Maritza Lourdes Moreno Capristano
Format: Article
Language:Spanish
Published: Universidad Nacional de Trujillo 2020-12-01
Series:Selecciones Matemáticas
Subjects:
Online Access:https://revistas.unitru.edu.pe/index.php/SSMM/article/view/2784
Description
Summary:This paper investigates the stability of discrete-time Markov jump linear system of second-order, this type of system is similar to the family of discrete-time Markov jump linear system it is known in classical literature as MJLS. We present some consistent stability definitions for the system, where these types of stability are equivalent as long as the state space Markov chain is finite. In addition, a computational test is presented to analyze the stability of the system. The result is a generalization of classical theory, this implies a contribution to the theory.
ISSN:2411-1783
2411-1783