The largest divergence rate is a characterization of the stability behavior for dynamic systems, which has been proven to be equal to the least possible common matrix set measure (extreme measure) of switched linear...The largest divergence rate is a characterization of the stability behavior for dynamic systems, which has been proven to be equal to the least possible common matrix set measure (extreme measure) of switched linear systems. To determine the largest divergence rate is an interesting and open problem. In this paper, an algorithm is introduced to estimate the largest divergence rate for a class of the 3rd-order switched linear systems, by which any desired accurate estimation could be derived. It explores a way to determine the largest divergence rate for the 3rd-order switched linear systems. Furthermore, the accurate estimation provides a qualitative and quantitative analysis for guaranteed stability of switched linear systems.展开更多
The order of weighted sum of noise sequence for stochastic system is estimated by using limit theory in probability. Then the divergence rates of state of unstable AR system driven by noise of martingale difference se...The order of weighted sum of noise sequence for stochastic system is estimated by using limit theory in probability. Then the divergence rates of state of unstable AR system driven by noise of martingale difference sequence are established.展开更多
基金supported by the National Natural Science Foundation of China (Nos. 60925013, 61273121)
文摘The largest divergence rate is a characterization of the stability behavior for dynamic systems, which has been proven to be equal to the least possible common matrix set measure (extreme measure) of switched linear systems. To determine the largest divergence rate is an interesting and open problem. In this paper, an algorithm is introduced to estimate the largest divergence rate for a class of the 3rd-order switched linear systems, by which any desired accurate estimation could be derived. It explores a way to determine the largest divergence rate for the 3rd-order switched linear systems. Furthermore, the accurate estimation provides a qualitative and quantitative analysis for guaranteed stability of switched linear systems.
基金This research is supported by Beijing Natural Science Foundation (1042007, 1052007).
文摘The order of weighted sum of noise sequence for stochastic system is estimated by using limit theory in probability. Then the divergence rates of state of unstable AR system driven by noise of martingale difference sequence are established.