Communications in Information and Systems

Volume 11 (2011)

Number 4

Stability of switched linear systems with Poisson switching

Pages: 307 – 326

DOI: http://dx.doi.org/10.4310/CIS.2011.v11.n4.a1

Authors

B. Hanlon (Department of Statistics, University of Wisconsin)

C. Martin (Department of Mathematics and Statistics, Texas Tech University)

V. Tyuryaev (Department of Mathematics and Statistics, Texas Tech University)

Abstract

We examine the stability of continuous time linear switched systems when the switching times are governed by a Poisson process. We construct an infnite family of polynomial Lyapunov functions that governs the stability of the expected value, as well as higher order moments. The analysis is accomplished by converting the problem to a stochastic process and analyzing this process.

Keywords

random products, stochastic systems, switching systems, stability

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