Almost Sure Exponential Stability of Time-Varying Linear Stochastic Markovian Jump Systems

Xiaohua Liu1, Xueyan Zhao1, Feiqi Deng1, Wenhua Gao1

  • 1South China University of Technology

Details

15:50 - 16:10 | Tue 20 Aug | Lau, 6-213 | TuC6.2

Session: Stochastic Systems

Abstract

This paper studies the the stability of time-varying linear stochastic Markovian jump systems. Compared with the past literature, the effect of both time-varying parameter and Markovian jumps have been highlighted in the main results.