Asymptotical stability of 2-D linear discrete stochastic systems

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Bibliographic Details
Title: Asymptotical stability of 2-D linear discrete stochastic systems
Authors: Cui, Jia-Rui1 jiarui.cui@gmail.com, Li, Qing1, Hu, Guang-Da1, Zhu, Qiao1, Zhang, Xiao-Bing2
Source: Digital Signal Processing. Jul2012, Vol. 22 Issue 4, p628-632. 5p.
Subjects: Stochastic systems, Kronecker products, Stochastic matrices, Nonnegative matrices, White noise theory, Asymptotic theory of system theory
Abstract: Abstract: The main goal of the present paper is to find computable stability criteria for two-dimensional stochastic systems based on Kronecker product and nonnegative matrices theory. First, 2-D discrete stochastic system model is established by extending system matrices of the well-known Fornasini–Marchesiniʼs second model into stochastic matrices. The elements of these stochastic matrices are second-order, weakly stationary white-noise sequences. Second, a necessary and sufficient condition for 2-D stochastic systems is presented, this is the first time that has been proposed. Third, computable mean-square asymptotic stability criteria are derived via Kronecker product and the nonnegative matrix theory. The criteria are only sufficient conditions. Finally, illustrative examples are provided. [Copyright &y& Elsevier]
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Database: Engineering Source
Description
Abstract:Abstract: The main goal of the present paper is to find computable stability criteria for two-dimensional stochastic systems based on Kronecker product and nonnegative matrices theory. First, 2-D discrete stochastic system model is established by extending system matrices of the well-known Fornasini–Marchesiniʼs second model into stochastic matrices. The elements of these stochastic matrices are second-order, weakly stationary white-noise sequences. Second, a necessary and sufficient condition for 2-D stochastic systems is presented, this is the first time that has been proposed. Third, computable mean-square asymptotic stability criteria are derived via Kronecker product and the nonnegative matrix theory. The criteria are only sufficient conditions. Finally, illustrative examples are provided. [Copyright &y& Elsevier]
ISSN:10512004
DOI:10.1016/j.dsp.2012.03.005