Stability of Markov regenerative switched linear systems

Abstract

In this paper, we give a necessary and sufficient condition for mean stability of switched linear systems having a Markov regenerative process as its switching signal. This class of switched linear systems, which we call Markov regenerative switched linear systems, contains Markov jump linear systems and semi-Markov jump linear systems as special cases. We show that a Markov regenerative switched linear system is $m$th mean stable if and only if a particular matrix is Schur stable, under the assumption that either $m$ is even or the system is positive.

References in corpus (3)

• Approximation of the joint spectral radius using sum of squares
• Stability analysis of positive semi-Markovian jump linear systems with state resets
• Stability analysis of linear systems subject to regenerative switchings

Cited by in corpus (1)

• Resource Optimization of Product Development Projects with Time-Varying Dependency Structure