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

الملخص EN

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 function.

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.