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

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.