A New Proof to the Necessity of a Second Moment Stability Condition of Discrete-Time Markov Jump Linear Systems with Real States
This paper studies the second moment stability of a discrete-time jump linear system with real states and the system matrix switching in a Markovian fashion. A sufficient stability condition was proposed by Fang and Loparo (2002), which only needs to check the eigenvalues of a deterministic matrix a...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2012/642480 |
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