Abstract:

A class of discrete-time switching Markov jump system whose transitions probability is a piecewise-constant function was proposed. Dwell time method and average dwell time method were used to analyze the second-order moment of the system state. Then the sufficient conditions to guarantee system mean square stable were obtained. Moreover, the results can also be applied to the switched systems with double switching signals. The numerical result shows the validity of the theory.

Key words:  Markov jump linear system; dwell time; average dwell time