Stability of singular jump-linear systems with a large state space: a two-time-scale approach


  • Dung Tien Nguyen
  • Xuerong Mao
  • George Yin
  • Chenggui Yuan



singular system, stability, two-time-scale approach


This paper considers singular systems that involve both continuous dynamics and discrete events with the coefficients being modulated by a continuous-time Markov chain. The underlying systems have two distinct characteristics. First, the systems are singular, that is, characterized by a singular coefficient matrix. Second, the Markov chain of the modulating force has a large state space. We focus on stability of such hybrid singular systems. To carry out the analysis, we use a two-time-scale formulation, which is based on the rationale that, in a large-scale system, not all components or subsystems change at the same speed. To highlight the different rates of variation, we introduce a small parameter $\epsilon>0$. Under suitable conditions, the system has a limit. We then use a perturbed Lyapunov function argument to show that if the limit system is stable then so is the original system in a suitable sense for $\epsilon$ small enough. This result presents a perspective on reduction of complexity from a stability point of view.





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