Pointwise Stabilization of Discrete-time Stationary Matrix-valued Markovian Chains
Probability
2013-09-02 v3 Systems and Control
Dynamical Systems
Optimization and Control
Abstract
We study the pointwise stabilizability of a discrete-time, time-homogeneous, and stationary Markovian jump linear system. By using measure theory, ergodic theory and a splitting theorem of state space we show in a relatively simple way that if the system is essentially product-bounded, then it is pointwise convergent if and only if it is pointwise exponentially convergent.
Keywords
Cite
@article{arxiv.1107.0132,
title = {Pointwise Stabilization of Discrete-time Stationary Matrix-valued Markovian Chains},
author = {Xiongping Dai and Yu Huang and Mingqing Xiao},
journal= {arXiv preprint arXiv:1107.0132},
year = {2013}
}
Comments
7 pages; submitted