Necessary and sufficient condition for stochastical stability of positive Markov jump linear systems

CHEN Ying; BO Yu-ming; ZHANG Jie

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Necessary and sufficient condition for stochastical stability of positive Markov jump linear systems

CHEN Ying, BO Yu-ming, ZHANG Jie

Department of Automation, Nanjing University of Science and Technology, Nanjing 210094

*Correspondence author

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Funding: Supported by Doctoral Fund of Ministry of Education of China （No.20113219110027）

Opened online: 7 December 2015

Accepted by: none

Citation: CHEN Ying, BO Yu-ming, ZHANG Jie.Necessary and sufficient condition for stochastical stability of positive Markov jump linear systems[OL]. [ 7 December 2015] http://en.paper.edu.cn/en_releasepaper/content/4667162

This paper addresses the stochastical stability problem of positive Markov jump linear system. In particular, a necessary and sufficient condition for this problem is given which can be checked by solving linear programming feasibility problems due to the positivity property. At last, two numerical examples are presented to show the effectiveness of the proposed results.

Keywords:Automatic control theory, Positive Markov jump system, Stochastical stability, Linear programming

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