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Stabilization analysis for Markov jump systems with multiplicative noise and indefinite weight costs
Science China Information Sciences ( IF 7.3 ) Pub Date : 2021-03-15 , DOI: 10.1007/s11432-019-2842-8
Hongdan Li , Chunyan Han , Huanshui Zhang

This paper mainly discusses the stabilization problem for discrete-time Markov jump linear systems (MJLSs) involving multiplicative noise with an infinite horizon. The cost weighting matrices are generalized to be indefinite. To the best of our knowledge, this paper is novel and unlike most previous studies, it provides the necessary and sufficient conditions that stabilize the MJLSs in the mean square sense with indefinite weighting matrices.



中文翻译:

具有乘性噪声和不确定重量成本的马尔可夫跳跃系统的稳定性分析。

本文主要讨论具有无限水平的乘性噪声的离散时间马尔可夫跳跃线性系统(MJLSs)的镇定问题。成本加权矩阵一般是不确定的。据我们所知,本文是新颖的,与以往的大多数研究不同,它提供了用不确定的加权矩阵稳定均方意义上的MJLS的必要和充分条件。

更新日期:2021-03-21
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