STABILITY OF LINEAR SYSTEMS WITH MARKOVIAN JUMPS

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In this work we will analyze the stability of linear systems governed by a Markov chain, this family is known in the specialized literature as linear systems with Markov jumps or by its acronyms in English MJLS as it is denoted in [1]. Linear systems governed by a Markov chain are dynamic systems wi...

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Detalles Bibliográficos
Autor: Mayta Guillermo, Jorge Enrique
Formato: artículo
Fecha de Publicación:2016
Institución:Universidad Nacional de Trujillo
Repositorio:Revistas - Universidad Nacional de Trujillo
Lenguaje:español
OAI Identifier:oai:ojs.revistas.unitru.edu.pe:article/1254
Enlace del recurso:https://revistas.unitru.edu.pe/index.php/SSMM/article/view/1254
Nivel de acceso:acceso abierto
Materia:Linear systems with Markov jumps
stability
Markov chains
Sistemas lineales con saltos markovianos
estabilidad
cadenas de Markov
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spelling STABILITY OF LINEAR SYSTEMS WITH MARKOVIAN JUMPSESTABILIDAD DE LOS SISTEMAS LINEALES CON SALTOS MARKOVIANOSMayta Guillermo, Jorge EnriqueLinear systems with Markov jumpsstabilityMarkov chainsSistemas lineales con saltos markovianosestabilidadcadenas de MarkovIn this work we will analyze the stability of linear systems governed by a Markov chain, this family is known in the specialized literature as linear systems with Markov jumps or by its acronyms in English MJLS as it is denoted in [1]. Linear systems governed by a Markov chain are dynamic systems with abrupt changes. We give some denitions of stability for the MJLS system, where these types of stability are equivalent as long as the state space of the Markov chain is finite.Finally we present a theorem that characterizes the stochastic stability by means of an equation of the Lyapunov type. The result is a generalization of a theorem in classical theory.En este trabajo analizaremos la estabilidad de los sistemas lineales gobernados por una cadena de Markov, esta familia es conocida en la literatura especializada como sistemas lineales con saltos markovianos o por sus siglas en ingles MJLS como se denota en [1]. Los sistemas lineales gobernados por una cadena de Markov son sistemas dinámicos que presentan cambios abruptos. Damos algunas deniciones de estabilidad para el sistema MJLS, donde estos tipos de estabilidad sonequivalentes siempre y cuando el espacio de estados de la cadena de Markov es finito. Por ultimo, presentamos un teorema que caracteriza la estabilidad estocástica mediante una ecuación del tipo Lyapunov. El resultado que se presenta es una generalización de un teorema en la teoría clásica.National University of Trujillo - Academic Department of Mathematics2016-12-11info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdftext/htmlhttps://revistas.unitru.edu.pe/index.php/SSMM/article/view/1254Selecciones Matemáticas; Vol. 3 No. 02 (2016): August - December; 76-82Selecciones Matemáticas; Vol. 3 Núm. 02 (2016): Agosto - Diciembre; 76-82Selecciones Matemáticas; v. 3 n. 02 (2016): Agosto - Diciembre; 76-822411-178310.17268/ssmm.v3i02reponame:Revistas - Universidad Nacional de Trujilloinstname:Universidad Nacional de Trujilloinstacron:UNITRUspahttps://revistas.unitru.edu.pe/index.php/SSMM/article/view/1254/2369https://revistas.unitru.edu.pe/index.php/SSMM/article/view/1254/2370Derechos de autor 2017 Selecciones Matemáticasinfo:eu-repo/semantics/openAccessoai:ojs.revistas.unitru.edu.pe:article/12542022-10-21T18:55:03Z
dc.title.none.fl_str_mv STABILITY OF LINEAR SYSTEMS WITH MARKOVIAN JUMPS
ESTABILIDAD DE LOS SISTEMAS LINEALES CON SALTOS MARKOVIANOS
title STABILITY OF LINEAR SYSTEMS WITH MARKOVIAN JUMPS
spellingShingle STABILITY OF LINEAR SYSTEMS WITH MARKOVIAN JUMPS
Mayta Guillermo, Jorge Enrique
Linear systems with Markov jumps
stability
Markov chains
Sistemas lineales con saltos markovianos
estabilidad
cadenas de Markov
title_short STABILITY OF LINEAR SYSTEMS WITH MARKOVIAN JUMPS
title_full STABILITY OF LINEAR SYSTEMS WITH MARKOVIAN JUMPS
title_fullStr STABILITY OF LINEAR SYSTEMS WITH MARKOVIAN JUMPS
title_full_unstemmed STABILITY OF LINEAR SYSTEMS WITH MARKOVIAN JUMPS
title_sort STABILITY OF LINEAR SYSTEMS WITH MARKOVIAN JUMPS
dc.creator.none.fl_str_mv Mayta Guillermo, Jorge Enrique
author Mayta Guillermo, Jorge Enrique
author_facet Mayta Guillermo, Jorge Enrique
author_role author
dc.subject.none.fl_str_mv Linear systems with Markov jumps
stability
Markov chains
Sistemas lineales con saltos markovianos
estabilidad
cadenas de Markov
topic Linear systems with Markov jumps
stability
Markov chains
Sistemas lineales con saltos markovianos
estabilidad
cadenas de Markov
description In this work we will analyze the stability of linear systems governed by a Markov chain, this family is known in the specialized literature as linear systems with Markov jumps or by its acronyms in English MJLS as it is denoted in [1]. Linear systems governed by a Markov chain are dynamic systems with abrupt changes. We give some denitions of stability for the MJLS system, where these types of stability are equivalent as long as the state space of the Markov chain is finite.Finally we present a theorem that characterizes the stochastic stability by means of an equation of the Lyapunov type. The result is a generalization of a theorem in classical theory.
publishDate 2016
dc.date.none.fl_str_mv 2016-12-11
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/1254
url https://revistas.unitru.edu.pe/index.php/SSMM/article/view/1254
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/1254/2369
https://revistas.unitru.edu.pe/index.php/SSMM/article/view/1254/2370
dc.rights.none.fl_str_mv Derechos de autor 2017 Selecciones Matemáticas
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Derechos de autor 2017 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. 3 No. 02 (2016): August - December; 76-82
Selecciones Matemáticas; Vol. 3 Núm. 02 (2016): Agosto - Diciembre; 76-82
Selecciones Matemáticas; v. 3 n. 02 (2016): Agosto - Diciembre; 76-82
2411-1783
10.17268/ssmm.v3i02
reponame:Revistas - Universidad Nacional de Trujillo
instname:Universidad Nacional de Trujillo
instacron:UNITRU
instname_str Universidad Nacional de Trujillo
instacron_str UNITRU
institution UNITRU
reponame_str Revistas - Universidad Nacional de Trujillo
collection Revistas - Universidad Nacional de Trujillo
repository.name.fl_str_mv
repository.mail.fl_str_mv
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STABILITY OF LINEAR SYSTEMS WITH MARKOVIAN JUMPS
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