We present explicit inverses of two Brownian-type matrices, which are defined as Hadamard products of certain already known matrices. The matrices under consideration are defined by 3n - 1 parameters and their lower H...We present explicit inverses of two Brownian-type matrices, which are defined as Hadamard products of certain already known matrices. The matrices under consideration are defined by 3n - 1 parameters and their lower Hessenberg form inverses are expressed analytically in terms of these parameters. Such matrices are useful in the theory of digital signal processing and in testing matrix inversion algorithms.展开更多
Many practical systems in physics, biology, engineer- ing and information science exhibit impulsive dynamical behaviors due to abrupt changes at certain instants during the dynami- cal processes. The problems of finit...Many practical systems in physics, biology, engineer- ing and information science exhibit impulsive dynamical behaviors due to abrupt changes at certain instants during the dynami- cal processes. The problems of finite-time stab!lity analysis are investigated for a class of Markovian switching stochastic sys- tems, in which exist impulses at the switching instants. Multiple Lyapunov techniques are used to derive sufficient conditions for finite-time stochastic stability of the overall system. Furthermore, a state feedback controller, which stabilizes the closed loop sys- tems in the finite-time sense, is then addressed. Moreover, the controller appears not only in the shift part but also in the diffu- sion part of the underlying stochastic subsystem. The results are reduced to feasibility problems involving linear matrix inequalities （LMIs）. A numerical example is presented to illustrate the proposed methodology.展开更多
文摘We present explicit inverses of two Brownian-type matrices, which are defined as Hadamard products of certain already known matrices. The matrices under consideration are defined by 3n - 1 parameters and their lower Hessenberg form inverses are expressed analytically in terms of these parameters. Such matrices are useful in the theory of digital signal processing and in testing matrix inversion algorithms.
基金supported in part by the National Natural Science Foundation of China(60374015)
文摘Many practical systems in physics, biology, engineer- ing and information science exhibit impulsive dynamical behaviors due to abrupt changes at certain instants during the dynami- cal processes. The problems of finite-time stab!lity analysis are investigated for a class of Markovian switching stochastic sys- tems, in which exist impulses at the switching instants. Multiple Lyapunov techniques are used to derive sufficient conditions for finite-time stochastic stability of the overall system. Furthermore, a state feedback controller, which stabilizes the closed loop sys- tems in the finite-time sense, is then addressed. Moreover, the controller appears not only in the shift part but also in the diffu- sion part of the underlying stochastic subsystem. The results are reduced to feasibility problems involving linear matrix inequalities （LMIs）. A numerical example is presented to illustrate the proposed methodology.
