Stability analysis for a class of discrete-time nonhomogeneous Markov jump systems with multiplicative noises (Q1784335)

Summary: This paper is concerned with a class of discrete-time nonhomogeneous Markov jump systems with multiplicative noises and time-varying transition probability matrices which are valued on a convex polytope. The stochastic stability and finite-time stability are considered. Some stability criteria including infinite matrix inequalities are obtained by parameter-dependent Lyapunov functions. Furthermore, infinite matrix inequalities are converted into finite Linear Matrix Inequalities (LMIs) via a set of slack matrices. Finally, two numerical examples are given to demonstrate the validity of the proposed theoretical methods.