Stability of switching linear systems with switching signals driven by stochastic processes. (English) Zbl 1405.93226
Summary: This paper presents conditions to assure the exponential stability in probability for autonomous switching linear systems. The switching signal acting on the autonomous system produces intervals that follow independent, identically distributed stochastic processes – the stability then follows by verifying simple-to-check linear matrix inequalities.
MSC:
| 93E15 | Stochastic stability in control theory |
| 93E03 | Stochastic systems in control theory (general) |
| 60J75 | Jump processes (MSC2010) |
| 93C05 | Linear systems in control theory |
| 93C30 | Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) |
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