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马尔可夫跳变系统平均驻留时间的估算

Keywords: 平均驻留时间,马尔可夫系统,切换系统

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Abstract:

利用转移概率矩阵估算马尔可夫跳变系统在各模态的平均驻留时间,其研究结果可用于诸如马尔可夫跳变系统的随机稳定等方面.本文基于独立随机变量联合分布的性质,给出了估算马尔可夫跳变系统平均驻留时间期望的方法,并通过仿真例子验证了文中结果的有效性.

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