Quantitative exponential stability and stabilisation of discrete‐time Markov jump systems with multiplicative noises

Abstract

This study is concerned about the quantitative exponential stability (QES) and stabilisation of discrete-time Markov jump systems with multiplicative noises. First, the defects of exponential stability in practical applications are analysed. Based on this analysis, a concept of the QES is given, and two stability criteria are derived. By utilising an auxiliary definition of general finite-time stability (GFTS), the relations among QES, GFTS and finite-time stability are established. Moreover, the quantitative exponential stabilisation is studied, and state feedback controller and the observer-based controller are designed. Subsequently, the relation between the states' upper bound and states' decay rate of considered systems is quantitatively shown by a searching method. Finally, an example is used to illustrate the effectiveness of the authors' obtained results.