On the Markov property for nonlinear discrete-time systems with Markovian inputs

A. Tejada, O.R. Gonzalez, W.S. Gray

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

7 Citations (Scopus)

Abstract

The behavior of a general hybrid system in discrete-time can be represented by a nonlinear difference equation x(k + 1) = Fk(x(k),thetas(k)), where thetas(k) is assumed to be a finite-state Markov chain. An important step in the stability analysis of these systems is to establish the Markov property of (x(k),thetas(k)). There are, however, no complete proofs of this property which are simple to understand. This paper aims to correct this problem by presenting a complete and explicit proof, which uses only fundamental measure-theoretical concepts
Original languageEnglish
Title of host publication2006 American Control Conference
PublisherInstitute of Electrical and Electronics Engineers
Pages899-904
Number of pages6
ISBN (Electronic)1-4244-0210-7
ISBN (Print)1-4244-0209-3
DOIs
Publication statusPublished - 24 Jul 2006
Externally publishedYes
Event2006 American Control Conference (ACC 2006), June 14-16, 2006, Minneapolis, MN, USA - Minneapolis, MN, USA, Minneapolis, MN, United States
Duration: 14 Jun 200616 Jun 2006

Conference

Conference2006 American Control Conference (ACC 2006), June 14-16, 2006, Minneapolis, MN, USA
Abbreviated titleACC 2006
Country/TerritoryUnited States
CityMinneapolis, MN
Period14/06/0616/06/06

Keywords

  • Linear systems
  • Stability analysis
  • Algebra
  • Difference equations
  • Kernel
  • Automata
  • Random variables

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