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

Author

Listed:
  • Shaowei Zhou
  • Xiaoping Liu
  • Bing Chen
  • Hongxia Liu

Abstract

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.

Suggested Citation

  • Shaowei Zhou & Xiaoping Liu & Bing Chen & Hongxia Liu, 2018. "Stability Analysis for a Class of Discrete-Time Nonhomogeneous Markov Jump Systems with Multiplicative Noises," Complexity, Hindawi, vol. 2018, pages 1-9, February.
    • Handle: RePEc:hin:complx:1586846
    DOI: 10.1155/2018/1586846
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    Cited by:

    1. Ziye Zhang & Xiaoping Liu & Chong Lin & Bing Chen, 2018. "Finite-Time Synchronization for Complex-Valued Recurrent Neural Networks with Time Delays," Complexity, Hindawi, vol. 2018, pages 1-14, December.
    2. Zhezhe Xin & Chunjie Xiao & Ting Hou & Xiao Shen, 2019. "Robust H ∞ -Control for Uncertain Stochastic Systems with Impulsive Effects," Mathematics, MDPI, vol. 7(12), pages 1-12, December.

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