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Type: Artigo de periódico
Title: Average Cost and Stability of Time-Varying Linear Systems
Author: Vargas, AN
do Val, JBR
Abstract: In this technical note, the stability for time-varying discrete-time stochastic linear systems, with possibly unbounded trajectories, is associated to the existence of the long-run average cost criteria. Under controllability and observability, the stochastic system is stable in the sense that its state tends asymptotically to the origin in the mean. Further conditions related to a lower bound on the long-run average cost, or with periodic time-varying systems, provides uniform second moment stability.
Subject: Long run average cost
stability of time-varying systems
stochastic linear systems
Country: EUA
Editor: Ieee-inst Electrical Electronics Engineers Inc
Rights: fechado
Identifier DOI: 10.1109/TAC.2010.2040423
Date Issue: 2010
Appears in Collections:Artigos e Materiais de Revistas Científicas - Unicamp

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