Spectral perspective on the stability of discrete-time Markov jump systems with multiplicative noise (Q1719113)

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scientific article; zbMATH DE number 7017235
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    Spectral perspective on the stability of discrete-time Markov jump systems with multiplicative noise
    scientific article; zbMATH DE number 7017235

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      Spectral perspective on the stability of discrete-time Markov jump systems with multiplicative noise (English)
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      8 February 2019
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      Summary: We apply the spectrum analysis approach to address the stability of discrete-time Markov jump systems with state-multiplicative noise. In terms of the spectral distribution of a generalized Lyapunov operator, spectral criteria are presented to testify three different kinds of stochastic stabilities: asymptotic mean square stability, critical stability, and essential instability.
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