Abstract
In this paper, the stability analysis problem is considered for switched linear stochastic systems, where both stable and unstable subsystems are involved, by using the Lyapunov-like function approach. When there is a common Lyapunov-like function for all subsystems, it is shown that the switched system is globally asymptotically stable in probability (GAS-P) if the total activation time ratio of unstable subsystems to stable ones is less than a specified constant. When there is not a common Lyapunov-like function for all subsystems, the proposal is made to use the multiple Lyapunov-like function and to show that in addition to the total activation time ratio requirement, if the average dwell time is sufficiently large, then the switched stochastic system is GAS-P.
| Original language | English |
|---|---|
| Pages (from-to) | 661-669 |
| Number of pages | 9 |
| Journal | Proceedings of the Institution of Mechanical Engineers. Part I: Journal of Systems and Control Engineering |
| Volume | 222 |
| Issue number | 7 |
| DOIs | |
| Publication status | Published - 2008 |
Keywords
- Average dwell time
- Common Lyapunov-like function
- Globally asymptotically stable in probability (GAS-P)
- Multiple Lyapunov-like function
- Stability analysis
- Switched linear stochastic system
ASJC Scopus subject areas
- Control and Systems Engineering
- Mechanical Engineering