Abstract
A switched-parameter stochastic linear system having state equations that depend on a finite-state Markov process is considered. The simultaneous decomposition of the system and the process into fast and slow components is investigated in the case when both are singularly perturbed. The results are shown to hold when the process is independent of the original system and ergodic, and the matrices of the different models of the system commute.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 424-425 |
| Number of pages | 2 |
| Journal | Proceedings of the American Control Conference |
| State | Published - Dec 1 1987 |
ASJC Scopus subject areas
- Electrical and Electronic Engineering