Stability analysis for a class of discrete-time nonhomogeneous Markov jump systems with multiplicative noises
type: Item
instance of: scholarly article
title: Stability analysis for a class of discrete-time nonhomogeneous Markov jump systems with multiplicative noises
zbMATH Open document ID: 1398.93362
DOI: 10.1155/2018/1586846
author: Shaowei Zhou
author: Hongxia Liu
author: Xiaoping Liu
author: Bing Chen
published in: Complexity
publication date: 2018-09-26T00:00:00Z
review text: Summary: 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 functions. 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.
Mathematics Subject Classification ID: 93E15
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 93E03
zbMATH DE Number: 6944129
zbMATH Keywords: discrete-time nonhomogeneous Markov jump systems
zbMATH Keywords: multiplicative noises
zbMATH Keywords: time-varying transition probability matrices
zbMATH Keywords: convex polytope
zbMATH Keywords: stochastic stability
zbMATH Keywords: finite-time stability
zbMATH Keywords: parameter-dependent Lyapunov function
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2018/1586846
OpenAlex ID: W2794233498
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Wikidata QID: Q130190484
description: scientific article; zbMATH DE number 6944129