In this work we present necessary and sufficient conditions for mean square stability (MSS) of discrete-time time-inhomogeneous Markov jump linear systems (MJLS) affected by polytopic uncertainties on transition probabilities. We also prove that deciding MSS on such systems is NP-hard and that MSS is equivalent to exponential mean square stability (EMSS) and to stochastic stability (SS).
On stability of time-inhomogeneous Markov jump linear systems
Lun, Yuriy Zacchia;D'INNOCENZO, ALESSANDRO;DI BENEDETTO, MARIA DOMENICA
2016-01-01
Abstract
In this work we present necessary and sufficient conditions for mean square stability (MSS) of discrete-time time-inhomogeneous Markov jump linear systems (MJLS) affected by polytopic uncertainties on transition probabilities. We also prove that deciding MSS on such systems is NP-hard and that MSS is equivalent to exponential mean square stability (EMSS) and to stochastic stability (SS).File in questo prodotto:
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