数学
理论(学习稳定性)
离散时间和连续时间
应用数学
马尔可夫过程
跳跃过程
转化(遗传学)
条件期望
跳跃
计算机科学
机器学习
物理
计量经济学
统计
化学
基因
量子力学
生物化学
作者
Yingying Han,Shaosheng Zhou
出处
期刊:IEEE Transactions on Automatic Control
[Institute of Electrical and Electronics Engineers]
日期:2022-12-01
卷期号:67 (12): 6940-6947
被引量:2
标识
DOI:10.1109/tac.2022.3200949
摘要
This article deals with the problem of stochastic stability for a class of discrete-time Markovian jump singular systems. A time-dependent coordinate transformation is provided, under which an equivalent form of the original Markovian jump singular systems can be obtained. This equivalent form not only shows the inherent state jump behavior at the switching instants, but also plays an important role in the stochastic stability analysis. Constructing a supermartingale over some $\sigma$ -algebra together with the property of conditional expectation, a necessary and sufficient condition is established to ensure that the equilibrium point of the underlying system is exponentially stable in mean square. Two numerical examples are given to illustrate the effectiveness of the developed results.
科研通智能强力驱动
Strongly Powered by AbleSci AI