【摘 要】
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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,th
【机 构】
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School of Control Science and Engineering,Shandong University,Jinan 250061,China;School of Electrica
论文部分内容阅读
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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