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Abstract
We are concerned with discrete-time systems with uncertainty, which is assumed to be uniformly distributed over the unit interval [0,1]. To describe this uncertainty, the space {0,1}N, which is composed of all the infinite 0-1 sequences and endowed with the Haar measure, actually constitutes the underlying probability space. Therefore, it is shown that for stability analysis, such an uncertain system can be transformed into a switching system with switching sequences having maximal entropy. A stability criterion then is derived from this transformation. An illustrative example is included to show the effectiveness of the theoretical results.
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