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Paper detail

On the stability of planar randomly switched systems

Consider the random process (Xt) solution of dXt/dt = A(It) Xt where (It) is a Markov process on {0,1} and A0 and A1 are real Hurwitz matrices on R2. Assuming that there exists lambda in (0, 1) such that (1 - λ)A0 + \lambdaA1 has a positive eigenvalue, we establish that the norm of Xt may converge to 0 or infinity, depending on the the jump rate of the process I. An application to product of random matrices is studied. This paper can be viewed as a probabilistic counterpart of the paper "A note on stability conditions for planar switched systems" by Balde, Boscain and Mason.

preprint2012arXivOpen access
Michel BenaïmStéphane Le BorgneFlorent MalrieuPierre-André Zitt
math.OCmath.DSmath.PR
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Michel BenaïmStéphane Le BorgneFlorent MalrieuPierre-André Zitt

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