马尔可夫跳变系统平均驻留时间的估算

    Estimation of Average Dwell Time in Markov Jump Systems

    • 摘要: 利用转移概率矩阵估算马尔可夫跳变系统在各模态的平均驻留时间,其研究结果可用于诸如马尔可夫跳变系统的随机稳定等方面.本文基于独立随机变量联合分布的性质,给出了估算马尔可夫跳变系统平均驻留时间期望的方法,并通过仿真例子验证了文中结果的有效性.

       

      Abstract: The average dwell time of Markov jump systems in each mode is estimated using transition probability matrix.The results can be used in stochastic stabilization for Markov jump systems.Based on joint distribution characteristic of independent random variables,this paper provides an approach to estimate average dwell time of Markov jump systems,and the effectiveness of the proposed results is verified by a simulation example.

       

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