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.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call