IEEE Transactions on Automatic Control, Vol.47, No.7, 1204-1208, 2002
Stochastic stability of jump linear systems
In this note, some testable conditions for mean square (i.e., second moment) stability for discrete-time jump linear systems with time-homogenous and time-inhomogenous finite state Markov chain form processes are presented.
Keywords:jump linear systems;Kronecker product;Lyapunov equation;mean square stability;stability;stochastic systems