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Stabilization analysis for Markov jump systems with multiplicative noise and indefinite weight costs

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Abstract

This paper mainly discusses the stabilization problem for discrete-time Markov jump linear systems (MJLSs) involving multiplicative noise with an infinite horizon. The cost weighting matrices are generalized to be indefinite. To the best of our knowledge, this paper is novel and unlike most previous studies, it provides the necessary and sufficient conditions that stabilize the MJLSs in the mean square sense with indefinite weighting matrices.

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Acknowledgements

This work was supported by National Natural Science Foundation of China (Grant Nos. 61633014, U1701264), Foundation for Innovative Research Groups of National Natural Science Foundation of China (Grant No. 61821004), and Postdoctoral Science Foundation of China (Grant No. 2017M622231).

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Authors and Affiliations

  1. School of Control Science and Engineering, Shandong University, Jinan, 250061, China

    Hongdan Li & Huanshui Zhang

  2. School of Electrical Engineering, University of Jinan, Jinan, 250022, China

    Chunyan Han

Authors
  1. Hongdan Li
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  2. Chunyan Han
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  3. Huanshui Zhang
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Correspondence to Huanshui Zhang.

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Li, H., Han, C. & Zhang, H. Stabilization analysis for Markov jump systems with multiplicative noise and indefinite weight costs. Sci. China Inf. Sci. 64, 152203 (2021). https://doi.org/10.1007/s11432-019-2842-8

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  • DOI: https://doi.org/10.1007/s11432-019-2842-8

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