Stability Analysis for a Class of Discrete-Time Nonhomogeneous Markov Jump Systems with Multiplicative Noises
This paper is concerned with a class of discrete-time nonhomogeneous Markov jump MACHETE 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 obtain