posted on 2023-06-09, 12:11authored byYang Song, Hao Dong, Tai Yang, Minrui Fei
This paper deals with transient analysis and almost sure stability for discrete-time Markov Jump Linear System (MJLS). The expectation of sojourn time and activation number of any mode, and switching number between any two modes of discrete-time MJLS are presented firstly. Then a result on transient behavior analysis of discrete-time MJLS is given. Finally a new deterministically testable condition for the exponential almost sure stability of discrete-time MJLS is proposed.