Almost sure stability of discrete-time Markov jump linear systems
Descripción del Articulo
The present work deals with the study of the almost sure stability of discrete-time Markov jump linear systems (MJLS). First, the stability of linear systems in discrete time (MJLS with a single mode) is introduced by the Lyapunov exponent. Then the extension of this theory to the general case is ap...
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|---|---|
| Formato: | artículo |
| Fecha de Publicación: | 2019 |
| Institución: | Universidad Nacional de Trujillo |
| Repositorio: | Revistas - Universidad Nacional de Trujillo |
| Lenguaje: | español |
| OAI Identifier: | oai:ojs.revistas.unitru.edu.pe:article/2448 |
| Enlace del recurso: | https://revistas.unitru.edu.pe/index.php/SSMM/article/view/2448 |
| Nivel de acceso: | acceso abierto |
| Materia: | Markov jump linear systems Lyapunov exponent almost sure stability exponente de Lyapunov estabilidad casi segura |
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Almost sure stability of discrete-time Markov jump linear systemsEstabilidad casi segura de los sistemas lineales de salto Markoviano en tiempo discretoCamarena P., VictorMarkov jump linear systemsLyapunov exponentalmost sure stabilityMarkov jump linear systemsexponente de Lyapunovestabilidad casi seguraThe present work deals with the study of the almost sure stability of discrete-time Markov jump linear systems (MJLS). First, the stability of linear systems in discrete time (MJLS with a single mode) is introduced by the Lyapunov exponent. Then the extension of this theory to the general case is approached: a variant of Birkhoff’sergodic theorem is used to revise the equality (4.6) for the Lyapunov exponent described in [6], from this we obtain the characterization of the almost sure stability of the MJLS.El presente trabajo trata del estudio de la estabilidad casi segura de los sistemas lineales de salto Markoviano en tiempo discreto (MJLS1). Primero, se introduce la estabilidad de los sistemas lineales en tiempo discreto (MJLS con un solo modo) mediante el exponente de Lyapunov. Luego se aborda la extensión de dicha teoría al caso general: se hace uso de una variante del teorema ergódico de Birkhoff para revisar la igualdad (4.6) para el exponente de Lyapunov descrita en [6], a partir de esto se obtiene la caracterización de la estabilidad casi segura de los MJLS.National University of Trujillo - Academic Department of Mathematics2019-07-21info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdftext/htmlhttps://revistas.unitru.edu.pe/index.php/SSMM/article/view/2448Selecciones Matemáticas; Vol. 6 No. 01 (2019): January - July; 77-83Selecciones Matemáticas; Vol. 6 Núm. 01 (2019): Enero-Julio; 77-83Selecciones Matemáticas; v. 6 n. 01 (2019): Enero-Julio; 77-832411-1783reponame:Revistas - Universidad Nacional de Trujilloinstname:Universidad Nacional de Trujilloinstacron:UNITRUspahttps://revistas.unitru.edu.pe/index.php/SSMM/article/view/2448/2485https://revistas.unitru.edu.pe/index.php/SSMM/article/view/2448/2502Derechos de autor 2019 Selecciones Matemáticasinfo:eu-repo/semantics/openAccessoai:ojs.revistas.unitru.edu.pe:article/24482022-10-21T18:52:41Z |
| dc.title.none.fl_str_mv |
Almost sure stability of discrete-time Markov jump linear systems Estabilidad casi segura de los sistemas lineales de salto Markoviano en tiempo discreto |
| title |
Almost sure stability of discrete-time Markov jump linear systems |
| spellingShingle |
Almost sure stability of discrete-time Markov jump linear systems Camarena P., Victor Markov jump linear systems Lyapunov exponent almost sure stability Markov jump linear systems exponente de Lyapunov estabilidad casi segura |
| title_short |
Almost sure stability of discrete-time Markov jump linear systems |
| title_full |
Almost sure stability of discrete-time Markov jump linear systems |
| title_fullStr |
Almost sure stability of discrete-time Markov jump linear systems |
| title_full_unstemmed |
Almost sure stability of discrete-time Markov jump linear systems |
| title_sort |
Almost sure stability of discrete-time Markov jump linear systems |
| dc.creator.none.fl_str_mv |
Camarena P., Victor |
| author |
Camarena P., Victor |
| author_facet |
Camarena P., Victor |
| author_role |
author |
| dc.subject.none.fl_str_mv |
Markov jump linear systems Lyapunov exponent almost sure stability Markov jump linear systems exponente de Lyapunov estabilidad casi segura |
| topic |
Markov jump linear systems Lyapunov exponent almost sure stability Markov jump linear systems exponente de Lyapunov estabilidad casi segura |
| description |
The present work deals with the study of the almost sure stability of discrete-time Markov jump linear systems (MJLS). First, the stability of linear systems in discrete time (MJLS with a single mode) is introduced by the Lyapunov exponent. Then the extension of this theory to the general case is approached: a variant of Birkhoff’sergodic theorem is used to revise the equality (4.6) for the Lyapunov exponent described in [6], from this we obtain the characterization of the almost sure stability of the MJLS. |
| publishDate |
2019 |
| dc.date.none.fl_str_mv |
2019-07-21 |
| dc.type.none.fl_str_mv |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion |
| format |
article |
| status_str |
publishedVersion |
| dc.identifier.none.fl_str_mv |
https://revistas.unitru.edu.pe/index.php/SSMM/article/view/2448 |
| url |
https://revistas.unitru.edu.pe/index.php/SSMM/article/view/2448 |
| dc.language.none.fl_str_mv |
spa |
| language |
spa |
| dc.relation.none.fl_str_mv |
https://revistas.unitru.edu.pe/index.php/SSMM/article/view/2448/2485 https://revistas.unitru.edu.pe/index.php/SSMM/article/view/2448/2502 |
| dc.rights.none.fl_str_mv |
Derechos de autor 2019 Selecciones Matemáticas info:eu-repo/semantics/openAccess |
| rights_invalid_str_mv |
Derechos de autor 2019 Selecciones Matemáticas |
| eu_rights_str_mv |
openAccess |
| dc.format.none.fl_str_mv |
application/pdf text/html |
| dc.publisher.none.fl_str_mv |
National University of Trujillo - Academic Department of Mathematics |
| publisher.none.fl_str_mv |
National University of Trujillo - Academic Department of Mathematics |
| dc.source.none.fl_str_mv |
Selecciones Matemáticas; Vol. 6 No. 01 (2019): January - July; 77-83 Selecciones Matemáticas; Vol. 6 Núm. 01 (2019): Enero-Julio; 77-83 Selecciones Matemáticas; v. 6 n. 01 (2019): Enero-Julio; 77-83 2411-1783 reponame:Revistas - Universidad Nacional de Trujillo instname:Universidad Nacional de Trujillo instacron:UNITRU |
| instname_str |
Universidad Nacional de Trujillo |
| instacron_str |
UNITRU |
| institution |
UNITRU |
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Revistas - Universidad Nacional de Trujillo |
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Revistas - Universidad Nacional de Trujillo |
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1845886944496582656 |
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13.376453 |
Nota importante:
La información contenida en este registro es de entera responsabilidad de la institución que gestiona el repositorio institucional donde esta contenido este documento o set de datos. El CONCYTEC no se hace responsable por los contenidos (publicaciones y/o datos) accesibles a través del Repositorio Nacional Digital de Ciencia, Tecnología e Innovación de Acceso Abierto (ALICIA).
La información contenida en este registro es de entera responsabilidad de la institución que gestiona el repositorio institucional donde esta contenido este documento o set de datos. El CONCYTEC no se hace responsable por los contenidos (publicaciones y/o datos) accesibles a través del Repositorio Nacional Digital de Ciencia, Tecnología e Innovación de Acceso Abierto (ALICIA).
