Mean-Square Strong Stability and Stabilization of Discrete-Time Markov Jump Systems with Multiplicative Noises

Abstract

In this paper, the mean-square strong stability and stabilization of discrete-time Markov jump systems are studied. Firstly, the definition of mean-square strong stability is given, and the necessary and sufficient conditions for mean-square strong stability are derived. Secondly, several necessary and sufficient conditions for mean-square strong stabilization via a state feedback controller and an output feedback controller are obtained. Furthermore, explicit expressions for the state feedback controller and static output feedback controller are obtained. Finally, two examples are given to illustrate the validity of the above results.