Stochastic Exponential Stability of Singular Linear Systems with Markov Jump Parameters

Amanda L.P. Manfrim, Eduardo F. Costa, Marco H. Terra, and João Y. Ishihara


Stability, Stochastc systems, Singular systems, Markov chain


This paper deals with exponential stability of discrete time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.

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