International Federation of Automatic Control
3rd IFAC SYMPOSIUM on SYSTEM, STRUCTURE and CONTROL

Foz do Iguassu, Brazil October 17th - 19th, 2007

Wednesday Evening

Session WE2: Switched and Jump Systems


Chair: José C. Geromel - Brazil
Co-chair: Elena de Santis - Italy
Room: Montevideo
2007-10-17
From 16:00 to 18:00
A Lyapunov-Metzler Condition for Almost Sure Stability of Markov Jump Linear Systems
Patrizio Colaneri; Valeska Martins de Souza
Contact: Patrizio Colaneri - Italy
17:00-17:20
Abstract:
In this paper we study the almost sure stability of continuous-time jump linear systems with a finite-state Markov form process. A new sufficient condition is derived based on an extended Lyapunov-Metzler inequality. This condition is proven to be less conservative with respect to the existing sufficient conditions. The inequalities generalize those associated with mean square stability and establish a clear link between the two notions. The problem of almost sure stabilizability and detectabiity is finally discussed. Copyright © 2007 IFAC.