Stochastic stability for discrete-time antilinear systems with Markovian jumping parameters

In this study, the discrete-time antilinear systems with Markovian jumping parameters are investigated. The concept of stochastic stability is extended to the context of discrete-time Markovian jump (DTMJ) antilinear systems. By using stochastic Lyapunov approach, the authors derive some necessary a...

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Main Authors: Wu, A., Qian, Y., Liu, Wan-Quan
Format: Journal Article
Published: Institution of Engineering and Technology 2015
Online Access:http://hdl.handle.net/20.500.11937/2770
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author Wu, A.
Qian, Y.
Liu, Wan-Quan
author_facet Wu, A.
Qian, Y.
Liu, Wan-Quan
author_sort Wu, A.
building Curtin Institutional Repository
collection Online Access
description In this study, the discrete-time antilinear systems with Markovian jumping parameters are investigated. The concept of stochastic stability is extended to the context of discrete-time Markovian jump (DTMJ) antilinear systems. By using stochastic Lyapunov approach, the authors derive some necessary and sufficient conditions for a DTMJ antilinear system to be stochastically stable in terms of coupled anti-Lyapunov matrix equations. In addition, two types of iterative algorithms are proposed to solve these coupled anti-Lyapunov matrix equations. Finally, some numerical examples are given to show the efficiency of the proposed algorithms and potential applications of the obtained results on antilinear systems.
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institution Curtin University Malaysia
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last_indexed 2025-11-14T05:55:11Z
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spelling curtin-20.500.11937-27702017-09-13T14:45:10Z Stochastic stability for discrete-time antilinear systems with Markovian jumping parameters Wu, A. Qian, Y. Liu, Wan-Quan In this study, the discrete-time antilinear systems with Markovian jumping parameters are investigated. The concept of stochastic stability is extended to the context of discrete-time Markovian jump (DTMJ) antilinear systems. By using stochastic Lyapunov approach, the authors derive some necessary and sufficient conditions for a DTMJ antilinear system to be stochastically stable in terms of coupled anti-Lyapunov matrix equations. In addition, two types of iterative algorithms are proposed to solve these coupled anti-Lyapunov matrix equations. Finally, some numerical examples are given to show the efficiency of the proposed algorithms and potential applications of the obtained results on antilinear systems. 2015 Journal Article http://hdl.handle.net/20.500.11937/2770 10.1049/iet-cta.2014.1107 Institution of Engineering and Technology restricted
spellingShingle Wu, A.
Qian, Y.
Liu, Wan-Quan
Stochastic stability for discrete-time antilinear systems with Markovian jumping parameters
title Stochastic stability for discrete-time antilinear systems with Markovian jumping parameters
title_full Stochastic stability for discrete-time antilinear systems with Markovian jumping parameters
title_fullStr Stochastic stability for discrete-time antilinear systems with Markovian jumping parameters
title_full_unstemmed Stochastic stability for discrete-time antilinear systems with Markovian jumping parameters
title_short Stochastic stability for discrete-time antilinear systems with Markovian jumping parameters
title_sort stochastic stability for discrete-time antilinear systems with markovian jumping parameters
url http://hdl.handle.net/20.500.11937/2770