Spectral Perspective on the Stability of Discrete-Time Markov Jump Systems with Multiplicative Noise

Ting Hou, Weihai Zhang and Hongji Ma

Mathematical Problems in Engineering, 2014, vol. 2014, 1-6

Abstract:

We apply the spectrum analysis approach to address the stability of discrete-time Markov jump systems with state-multiplicative noise. In terms of the spectral distribution of a generalized Lyapunov operator, spectral criteria are presented to testify three different kinds of stochastic stabilities: asymptotic mean square stability, critical stability, and essential instability.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:769302

DOI: 10.1155/2014/769302

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