具有干扰的马尔科夫跳跃线性系统几乎处处稳定性充分条件  

The sufficient condition for almost sure stability of Markov jump linear systems with disturbance

作　　者：高丽君[1] 武玉强[1] 方玉光 

机构地区：[1]曲阜师范大学自动化研究所,山东曲阜273165 [2]美国佛罗里达大学电气与计算机工程系,美国32611

出　　处：《控制理论与应用》2008年第3期543-546,共4页Control Theory & Applications

基　　金：国家自然科学基金(60574007，60674027);教育部博士点学科专项基金(2005446001)．

摘　　要：跳跃线性系统是一类具有随机跳变参数的线性系统,其跳变参数根据给定的有限状态马尔科夫链演化,这样的模型可以用来描述出现故障或者在结构上突然发生变化的系统.本文采用随机李雅谱诺夫第二方法研究了具有干扰的离散时间跳跃线性系统的几乎处处稳定性,得到了一类充分条件.并由此条件进一步得出了更易于检测其几乎处处稳定性的充分条件.A jump linear system is defined as a family of linear systems with randomly jumping parameters governed by a Markov jump process. It is used to model the system subject to failures or changes in structure. The almost sure stability of a discrete-time jump linear system with disturbance is studied by using the stochastic version of Lyapunov second method. A sufficient condition for almost sure stability is derived. Some new simpler tractable sufficient conditions for almost sure stability are obtained from the proposed sufficient conditions.

关 键 词：跳跃线性系统 有限状态马尔科夫链 几乎处处稳定性 矩稳定性 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]