IEEE Transactions on Automatic Control · 2002 · 197 citations · 8 references
EngineeringMathematicsDynamical SystemsProbability TheoryStochastic ProcessesDiscrete-time Stochastic ProcessesJump ProcessesMarkov ChainsMarkov ProcessesStochastic Differential EquationsStochastic StabilityConditionsJump Form SystemsMarkov Jump ProcessesMarkov Jump SystemsMean Square StabilityMoment StabilitySecond-order MomentStability Of Markov Processes
In this note, some testable conditions for mean square (i.e., second moment) stability for discrete-time jump linear systems with time-homogenous and time-inhomogenous finite state Markov chain form processes are presented.
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Stochastic stability properties of jump linear systems
Xiangbo Feng, Kenneth A. Loparo, Y. Ji et al. · IEEE Transactions on Automatic Control · 1992 · 724 citations
A survey of stability of stochastic systems
F. Kozin · Automatica · 1969 · 442 citations
Stability of Linear Feedback Systems with Random Communication Delays
R. Krtolica, Ümi̇t Özgüner, H. Chan et al. · 1991 · 163 citations