Stability analysis of an i.i.d. descriptor jump linear system: A spectral analysis approach

摘要

Mean square stability of a discrete-time descriptor jump linear system driven by an independent, identically distributed process (i.i.d.) is shown to be equivalent to the generalized spectral radius of a pair of augmented matrices being less than one. This test for stability extends an existing result from i.i.d. jump linear system to i.i.d. descriptor systems. Examples are provided to show the results of the paper.