Sign-stability of Positive Markov Jump Linear Systems
Name
CavalcantiBalakrishnan_Automatica2019.pdf
Description
Accepted version
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425.19 KB
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Checksum (MD5)
8dd1be33f26615621aec6094902ceec0
Author(s)
Cavalcanti, Joao
Balakrishnan, Hamsa
Date Issued
2020
Journal
Automatica
Publisher
Elsevier BV
Version
Author's final manuscript
Abstract
© 2019 Elsevier Ltd This paper investigates stability of Positive Markov Jump Linear Systems (PMJLSs) in the absence of a numerical realization. It considers the situation when only signs (and not magnitudes) of the entries of the subsystem matrices and the Markov transition matrices are known. The result is an analysis of a qualitative notion of stability known as sign-stability. Although the notions of sign-stability of PMJLSs are natural extensions of standard stochastic stability concepts such as exponential almost sure, mean and mean-square stability, the sign-stability notions are proven equivalent, which is not the case for their corresponding standard concepts. Moreover, for irreducible Markov chains, the particular structure of the Markov chain is shown to have no bearing on sign-stability.
MIT Department
Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Terms of Use
Creative Commons Attribution-NonCommercial-NoDerivs License
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1016/J.AUTOMATICA.2019.108638
