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

作　　者：Hongdan LI Chunyan HAN Huanshui ZHANG 

机构地区：[1]School of Control Science and Engineering,Shandong University,Jinan 250061,China [2]School of Electrical Engineering,University of Jinan,Jinan 250022,China

出　　处：《Science China(Information Sciences)》2021年第5期107-116,共10页中国科学（信息科学）（英文版）

基　　金：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);Postdoctoral Science Foundation of China(Grant No.2017M622231)。

摘　　要：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.

关 键 词：STABILIZATION INDEFINITE multiplicative noise Markov jump linear system 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程]