Stability of singular stochastic systems with Markovian switching

Lirong Huang, Xuerong Mao

Research output: Contribution to journalArticle

70 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.

Original languageEnglish
Pages (from-to)424-429
Number of pages6
JournalIEEE Transactions on Automatic Control
Volume56
Issue number2
DOIs
Publication statusPublished - Feb 2011

Keywords

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

Fingerprint Dive into the research topics of 'Stability of singular stochastic systems with Markovian switching'. Together they form a unique fingerprint.

Cite this