화학공학소재연구정보센터
Automatica, Vol.42, No.6, 983-988, 2006
On almost sure stability of continuous-time Markov jump linear systems
In this paper, we study the almost sure stability of continuous-time jump linear systems with a finite-state Markov form process. A sufficient condition for almost sure stability is derived that refers to the statistics of the transition matrix over m switches. It is shown that, if the system is exponentially almost sure stable, there exists a finite m such that the criterion is satisfied. In order to evaluate the expected value appearing in the condition, an efficient Monte Carlo algorithm is worked out. (c) 2006 Elsevier Ltd. All rights reserved.