Stability of singular stochastic systems with Markovian switching

Lirong Huang, Xuerong Mao

Research output: Contribution to journalArticle

62 Citations (Scopus)

Abstract

In recent years, singular hybrid systems have received considerable attention. However, few results are concerned with stability of singular hybrid stochastic systems. Based on a stability result for singular hybrid systems, this note studies mean-square stability of singular hybrid stochastic systems. It is found that the diffusions and the Markov chain may play important roles in system analysis in mean-square sense. As a special case, a criterion for mean-square stability of hybrid stochastic systems is developed by the frequency domain approach.

LanguageEnglish
Pages424-429
Number of pages6
JournalIEEE Transactions on Automatic Control
Volume56
Issue number2
DOIs
Publication statusPublished - Feb 2011

Fingerprint

Stochastic systems
Hybrid systems
Markov processes
Systems analysis

Keywords

  • Markovian switching
  • stochastic systems
  • singular systems
  • mean-square stability

Cite this

@article{60a28b879ec64d9185dd83e8ae7c19bd,
title = "Stability of singular stochastic systems with Markovian switching",
abstract = "In recent years, singular hybrid systems have received considerable attention. However, few results are concerned with stability of singular hybrid stochastic systems. Based on a stability result for singular hybrid systems, this note studies mean-square stability of singular hybrid stochastic systems. It is found that the diffusions and the Markov chain may play important roles in system analysis in mean-square sense. As a special case, a criterion for mean-square stability of hybrid stochastic systems is developed by the frequency domain approach.",
keywords = "Markovian switching , stochastic systems, singular systems, mean-square stability",
author = "Lirong Huang and Xuerong Mao",
year = "2011",
month = "2",
doi = "10.1109/TAC.2010.2088850",
language = "English",
volume = "56",
pages = "424--429",
journal = "IEEE Transactions on Automatic Control",
issn = "0018-9286",
number = "2",

}

Stability of singular stochastic systems with Markovian switching. / Huang, Lirong; Mao, Xuerong.

In: IEEE Transactions on Automatic Control, Vol. 56, No. 2, 02.2011, p. 424-429.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Stability of singular stochastic systems with Markovian switching

AU - Huang, Lirong

AU - Mao, Xuerong

PY - 2011/2

Y1 - 2011/2

N2 - In recent years, singular hybrid systems have received considerable attention. However, few results are concerned with stability of singular hybrid stochastic systems. Based on a stability result for singular hybrid systems, this note studies mean-square stability of singular hybrid stochastic systems. It is found that the diffusions and the Markov chain may play important roles in system analysis in mean-square sense. As a special case, a criterion for mean-square stability of hybrid stochastic systems is developed by the frequency domain approach.

AB - In recent years, singular hybrid systems have received considerable attention. However, few results are concerned with stability of singular hybrid stochastic systems. Based on a stability result for singular hybrid systems, this note studies mean-square stability of singular hybrid stochastic systems. It is found that the diffusions and the Markov chain may play important roles in system analysis in mean-square sense. As a special case, a criterion for mean-square stability of hybrid stochastic systems is developed by the frequency domain approach.

KW - Markovian switching

KW - stochastic systems

KW - singular systems

KW - mean-square stability

UR - http://www.scopus.com/inward/record.url?scp=79951595289&partnerID=8YFLogxK

UR - http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=5605655&tag=1

U2 - 10.1109/TAC.2010.2088850

DO - 10.1109/TAC.2010.2088850

M3 - Article

VL - 56

SP - 424

EP - 429

JO - IEEE Transactions on Automatic Control

T2 - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

SN - 0018-9286

IS - 2

ER -