학술논문

First-moment stability of Markov Jump Linear Systems with homogeneous and inhomogeneous transition probabilities
Document Type
Conference
Source
2022 IEEE 61st Conference on Decision and Control (CDC) Decision and Control (CDC), 2022 IEEE 61st Conference on. :668-673 Dec, 2022
Subject
Robotics and Control Systems
Linear systems
Limiting
Switches
Markov processes
Linear programming
Nonhomogeneous media
Stability analysis
Markov Jump Linear Systems
Switching Systems
Stability of Linear Systems
1-moment stability
Language
ISSN
2576-2370
Abstract
This work provides 1-moment stability conditions for discrete-time Markov Jump Linear Systems under time-homogeneous and time-inhomogeneous transition probabilities. For the latter, we further address the polytopic switching case. The analysis is carried out leveraging the comparison principle and the theory of positive systems, without nevertheless limiting the overall analysis to the latter. We provide sufficient stability conditions that only involve non-negative matrices and can be checked via linear programming.