计算机工程与应用 ›› 2013, Vol. 49 ›› Issue (6): 62-64.

• 理论研究、研发设计 • 上一篇    下一篇

一类随机混杂系统的稳定性分析

高  琛,白  雪,赵不贿   

  1. 江苏大学 电气学院,江苏 镇江 212013
  • 出版日期:2013-03-15 发布日期:2013-03-14

Stability analysis of a class of stochastic hybrid systems

GAO Chen, BAI Xue, ZHAO Buhui   

  1. School of Electrical and Information Engineering, Jiangsu University, Zhenjiang, Jiangsu 212013, China
  • Online:2013-03-15 Published:2013-03-14

摘要: 分析了随机Markovian跳跃系统,给出了系统P阶矩指数稳定和几乎必然稳定的概念,并用李代数证明其充分条件,通过数字算例说明了该方法的有效性。

关键词: 随机混杂系统, Markov链, 李代数, 稳定性

Abstract: This paper analyzes the Markovian jump systems. The exponential p-th mean stability and the almost sure stability are defined. The sufficient conditions of stability are proposed with Lie algebraic method. A numerical example shows the effectiveness of the approach.

Key words: stochastic hybrid systems, Markov chain, Lie algebraic, stability