Name: On the stability in probability of Markov jump systems with quadratic terms
Keywords: Classificació AMS::60 Probability theory and stochastic processes::60J Markov processes, Àrees temàtiques de la UPC::Matemàtiques i estadística::Probabilitat, Markov, Processos de, Markov processes, Distribution (Probability theory), :Matemàtiques i estadística::Probabilitat [Àrees temàtiques de la UPC], :60 Probability theory and stochastic processes::60J Markov processes [Classificació AMS], Jump Systems, Stability in probability, Distribució (Teoria de la probabilitat)

descriptionPublicationkeyboard_double_arrow_right Conference object 01 Jan 2015 English

Authors: Vargas, Alessandro N.; Pujol Vázquez, Gisela; Acho Zuppa, Leonardo; do Val, Joao B.R.;

handle: 2117/80342

On the stability in probability of Markov jump systems with quadratic terms

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Abstract

The note presents conditions to assure the stability in probability for a class of continuoustime quadratic Markov jump systems. From the viewpoint of the state-space evolution, the system has two parts: (i) a linear term, in which the matrix parameter jumps according to a Markov chain, and (ii) a quadratic term with no jumps. The stability in probability for the quadratic Markov jump system is then assured under mild conditions. A numerical example illustrates the usefulness of the derived results.

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Related Organizations

Universitat Polite`cnica de Catalunya
Spain

Keywords

Classificació AMS::60 Probability theory and stochastic processes::60J Markov processes, Àrees temàtiques de la UPC::Matemàtiques i estadística::Probabilitat, Markov, Processos de, Markov processes, Distribution (Probability theory), :Matemàtiques i estadística::Probabilitat [Àrees temàtiques de la UPC], :60 Probability theory and stochastic processes::60J Markov processes [Classificació AMS], Jump Systems, Stability in probability, Distribució (Teoria de la probabilitat)

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