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

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

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