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Stochastic stability properties of jump linear systemsJump linear systems are defined as a family of linear systems with randomly jumping parameters (usually governed by a Markov jump process) and are used to model systems subject to failures or changes in structure. The authors study stochastic stability properties in jump linear systems and the relationship among various moment and sample path stability properties. It is shown that all second moment stability properties are equivalent and are sufficient for almost sure sample path stability, and a testable necessary and sufficient condition for second moment stability is derived. The Lyapunov exponent method for the study of almost sure sample stability is discussed, and a theorem which characterizes the Lyapunov exponents of jump linear systems is presented.
Document ID
19920043254
Acquisition Source
Legacy CDMS
Document Type
Reprint (Version printed in journal)
External Source(s)
Authors
Feng, Xiangbo
(NASA Lewis Research Center Cleveland, OH, United States)
Loparo, Kenneth A.
(NASA Lewis Research Center Cleveland, OH, United States)
Ji, Yuandong
(NASA Lewis Research Center Cleveland, OH, United States)
Chizeck, Howard J.
(Case Western Reserve University Cleveland, OH, United States)
Date Acquired
August 15, 2013
Publication Date
January 1, 1992
Publication Information
Publication: IEEE Transactions on Automatic Control
Volume: 37
ISSN: 0018-9286
Subject Category
Cybernetics
Accession Number
92A25878
Funding Number(s)
CONTRACT_GRANT: NSF ECS-88-16733
CONTRACT_GRANT: NAG3-788
Distribution Limits
Public
Copyright
Other

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