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arXiv · 1107.0132

Pointwise Stabilization of Discrete-time Stationary Matrix-valued Markovian Chains

Xiongping Dai·Yu Huang·Mingqing Xiao
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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.

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Xiongping Dai, Yu Huang, Mingqing Xiao. 2011-07-01. Pointwise Stabilization of Discrete-time Stationary Matrix-valued Markovian Chains. https://arxiv.org/abs/1107.0132

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