On Second-Moment Stability of Discrete-Time Linear Systems With General Stochastic Dynamics

• 成果类型: Article
• 署名作者: Hosoe, Yohei; Hagiwara, Tomomichi
• 署名单位: Kyoto University
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2021.3057994
• 发表日期: 2022
• 页码: 795-809
• 关键词: Linear systems; switches; Markov processes; Stability criteria; STANDARDS; Linear matrix inequalities; Integrated circuits; Discrete-time linear systems; linear matrix inequality (LMI); Lyapunov inequalities; stability analysis; Stochastic dynamics

摘要

This article provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for systems with general stochastic dynamics, and associated Lyapunov inequalities are derived. The system dynamics may depend on any type of stochastic process in our framework. Our results for the unified framework can immediately lead us to more specific and tractable stability conditions when the underlying stochastic process is restricted to a more definite one. Usefulness of the developed framework is demonstrated through three selected applications.