Lie Algebra Approach in the Study of the Stability of Stochastic Linear Hybrid Systems

نویسندگان

  • Ewelina Seroka
  • Lesław Socha
  • E. Seroka
  • L. Socha
چکیده

The problem of the stability of a class of stochastic linear hybrid systems with a special structure of matrices and a multiplicative excitation is considered. Sufficient conditions of the exponential p-th mean stability and the almost sure stability for a class of stochastic linear hybrid systems with the Markovian switching are derived. Also, sufficient conditions of the exponential mean-square stability for a class of stochastic linear hybrid systems satisfying the Lie algebra conditions with any switching are found. The obtained results are illustrated by examples and simulations.

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تاریخ انتشار 2011