Characterization of Mean-Field Type H− Index for Continuous-Time Stochastic Systems with Markov Jump

Abstract

In this brief, we consider the mean-field type H− index problem for stochastic Markovian jump systems. A sufficient condition is derived for stochastic Markovian jump systems with (x,u)-dependent noise based on generalized differential Riccati equations. Especially for stochastic Markovian jump systems with only x-dependent noise, a sufficient and necessary condition is developed to characterize H− index larger than some ξ>0. Finally, a numerical example is addressed to verify the effectiveness of our obtained results.