Skip to main content

Stochastic Stability of Semi-Markovian Jump Systems

  • Chapter
  • First Online:
Control and Filtering for Semi-Markovian Jump Systems

Part of the book series: Studies in Systems, Decision and Control ((SSDC,volume 81))

Abstract

This chapter is concerned with the stochastic stability for a class of S-MJS with time-variant delays. By the Lyapunov function approach, together with a piecewise analysis method, sufficient conditions are proposed to guarantee the stochastic stability of the S-MJS. As more time-delay information is used, our results are much less conservative than some existing ones in literature. Finally, two examples are given to show the effectiveness and advantages of the proposed techniques.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Feng, X., Loparo, K.A., Ji, Y., Chizeck, H.J.: Stochastic stability properties of jump linear systems. IEEE Trans. Autom. Control 37(1), 38–53 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  2. Huang, J., Shi, Y.: Stochastic stability and robust stabilization of semi-Markov jump linear systems. Int. J. Robust Nonlinear Control 23(18), 2028–2043 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  3. Cao, Y., Lam, J.: Robust \(H_{\infty }\) control of uncertain Markovian jump systems with time delay. IEEE Trans. Autom. Control 45(1), 77–83 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  4. Shi, P., Boukas, E.K., Agarwal, R.K.: Control of Markovian jump discrete-time systems with norm bounded uncertainty and unknown delay. IEEE Trans. Autom. Control 44(11), 2139–2144 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  5. Huang, J., Shi, Y.: Stochastic stability of semi-Markov jump linear systems: an LMI approach. In: Proceedings of IEEE Conference Decision Control and European Control Conference, Orlando, FL, USA, 12–15 December, pp. 4668–4673 (2011)

    Google Scholar 

  6. Fei, Z., Gao, H., Shi, P.: New results on stabilization of Markovian jump systems with time delay. Automatica 45(10), 2300–2306 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  7. Gao, H., Fei, Z., Lam, J., Du, B.: Further results on exponential estimates of Markovian jump systems with mode-dependent time-varying delays. IEEE Trans. Autom. Control 56(1), 223–229 (2011)

    Article  MathSciNet  Google Scholar 

  8. Boukas, E.K., Liu, Z., Shi, P.: Delay-dependent stability and output feedback stabilisation of Markov jump system with time-delay. IIEE Proc.-Control Theory Appl. 149(5), 379–386 (2002)

    Article  Google Scholar 

  9. Xu, S., Lam, J., Mao, X.: Delay-dependent \(H_{\infty }\) control and filtering for uncertain Markovian jump systems with time-varying delays. IEEE Trans. Circuits Syst. I Fundam. Theory Appl. 54(9), 2070–2077 (2007)

    Article  MathSciNet  Google Scholar 

  10. Yue, D., Han, Q.: Delay-dependent exponential stability of stochastic systems with time-varying delay, nonlinearity, and Markovian switching. IEEE Trans. Autom. Control 50(2), 217–222 (2005)

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Peng Shi .

Rights and permissions

Reprints and permissions

Copyright information

© 2017 Springer International Publishing AG

About this chapter

Cite this chapter

Li, F., Shi, P., Wu, L. (2017). Stochastic Stability of Semi-Markovian Jump Systems. In: Control and Filtering for Semi-Markovian Jump Systems. Studies in Systems, Decision and Control, vol 81. Springer, Cham. https://doi.org/10.1007/978-3-319-47199-0_2

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-47199-0_2

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-47198-3

  • Online ISBN: 978-3-319-47199-0

  • eBook Packages: EngineeringEngineering (R0)

Publish with us

Policies and ethics