Stochastic stability of discrete-time Markovian jump antilinear systems
MetadataShow full item record
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. By using stochastic Lyapunov approaches, necessary and sufficient conditions are established for a DTMJ antilinear system to be stochastically stable in terms of coupled anti-Lyapunov matrix equations.
Showing items related by title, author, creator and subject.
Wu, A.; Qian, Y.; Liu, Wan-Quan (2015)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 ...
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 ...
Wu, A.; Duan, G.; Liu, Wan-Quan; Sreeram, V. (2013)In this paper, the discrete-time antilinear systems are investigated. Firstly, a closed-form expression for the state response of discrete-time antilinear systems is established. Secondly, the concepts of reachability and ...