Stability Analysis for a Class of Discrete-Time Nonhomogeneous Markov Jump Systems with Multiplicative Noises

Stability Analysis for a Class of Discrete-Time Nonhomogeneous Markov Jump Systems with Multiplicative Noises

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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 read more stability criteria including infinite matrix inequalities are obtained by parameter-dependent Lyapunov function.Furthermore, infinite matrix inequalities are converted into finite soderhamn ottoman cover 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.