Stochastic stability for discrete-time antilinear systems with Markovian jumping parameters
MetadataShow full item record
In this study, the discrete-time antilinear systems with Markovian jumping parameters are investigated. The concept of stochastic stability is extended to the context of discrete-time Markovian jump (DTMJ) antilinear systems. By using stochastic Lyapunov approach, the authors derive some necessary and sufficient conditions for a DTMJ antilinear system to be stochastically stable in terms of coupled anti-Lyapunov matrix equations. In addition, two types of iterative algorithms are proposed to solve these coupled anti-Lyapunov matrix equations. Finally, some numerical examples are given to show the efficiency of the proposed algorithms and potential applications of the obtained results on antilinear systems.
Showing items related by title, author, creator and subject.
Qian, Y.; Wu, A.; Liu, Wan-Quan (2014)In this paper, we investigate the discrete-time antilinear systems with Markovian jumping parameters. The concept of stochastic stability is extended to the context of discrete-time Markovian jump (DTMJ) antilinear systems. ...
Liu, Chunmin (2008)The optimization problems involving stochastic systems are often encountered in financial systems, networks design and routing, supply-chain management, actuarial science, telecommunications systems, statistical pattern ...
Design exploration with stochastic models of variation: Comparing two examples from facade subdivisionDatta, Sambit (2013)The imitation of natural processes in architectural design is a long-standing area of research in computational design. The approach of “directed randomness” permits the stochastic exploration of a vast space of design ...