Abstract
In this paper, we discuss the ℋ− index problem for stochastic linear discrete-time systems subject to Markovian jump and multiplicative noise, for which, a necessary and sufficient condition for an ℋ− index larger than γ>0 is given in finite time horizon. It is shown that the ℋ− index larger than a given value is equivalent to the solvability of a certain generalized difference Riccati equation (GDRE). What we have obtained generalizes the results of deterministic systems to stochastic models. Moreover, the ℋ− index problem for square systems in infinite horizon is also studied. Finally, some examples are presented to illustrate the effectiveness of the proposed theoretical results.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
