离散的切换Markov线性跳变系统的稳定性分析

Stability analysis of the discrete-time switching Markov jump linear system

运用停留时间和平均停留时间方法分析了转移概率是分段常函数的Markov跳变系统状态的二阶矩,给出了系统均方稳定的充分条件,且相关结论适用于具有双切换信号的切换系统。数值算例结果表明了理论的有效性。

A class of discrete-time switching Markov jump system whose transitions probability is a piecewise-constant function was proposed. Dwell time method and average dwell time method were used to analyze the second-order moment of the system state. Then the sufficient conditions to guarantee system mean square stable were obtained. Moreover, the results can also be applied to the switched systems with double switching signals. The numerical result shows the validity of the theory.