Stochastic stability for Markovian jump linear systems subject to a crucial failure event.

João B. R. do Val Cristiane Nespoli

Published in: ACC (2003)

Keyphrases

linear systems
sufficient conditions
point processes
dynamical systems
linear equations
control theory
coefficient matrix
sparse linear systems
event detection
evolutionary algorithm
linear combination
interior point methods
markov chain
dynamic model
back propagation
k nearest neighbor
rough sets