Stability analysis for a class of discrete-time nonhomogeneous Markov jump systems with multiplicative noises (Q1784335)
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| English | Stability analysis for a class of discrete-time nonhomogeneous Markov jump systems with multiplicative noises |
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Stability analysis for a class of discrete-time nonhomogeneous Markov jump systems with multiplicative noises (English)
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26 September 2018
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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.
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discrete-time nonhomogeneous Markov jump systems
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multiplicative noises
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time-varying transition probability matrices
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convex polytope
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stochastic stability
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finite-time stability
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parameter-dependent Lyapunov function
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