Infinite horizon H2/H∞ control for discrete-time time-varying Markov jump systems with multiplicative noise

Automatica ◽  
2012 ◽  
Vol 48 (7) ◽  
pp. 1447-1454 ◽  
Author(s):  
Hongji Ma ◽  
Weihai Zhang ◽  
Ting Hou
Author(s):  
Shiyuan Fang ◽  
Hanzhi Li ◽  
Dacheng Pei ◽  
Meixi Wu ◽  
Yichong Sun ◽  
...  

2014 ◽  
Vol 2014 ◽  
pp. 1-6
Author(s):  
Ting Hou ◽  
Weihai Zhang ◽  
Hongji Ma

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.


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