Stochastic stability for Markovian jump linear systems associated with a finite number of jump times (Q1410263): Difference between revisions

The concepts of stochastic \(\tau\)-stability and \( \tau\) almost sure stability together with the relation between them are proposed for discrete-time Markovian jump linear systems [see, e.g., \textit{Y. Ji, H. J. Chizeck} and \textit{K. A. Loparo}, Control Theory Adv. Technol. 7, 247-270 (1991)] with associated stopping times. Necessary and sufficient conditions for \(\tau\)-stability are derived and referred to the stochastic stability concept by means of an example.