Mean square stabilization of discrete-time switching Markov jump linear systems

This paper consider a special class of hybrid system called switching Markov jump linear system. The system transition is governed by two rules. One is Markov chain and the other is a deterministic rule. Furthermore, the transition probability of the Markov chain is not only piecewise but also orchestrated by a deterministic switching rule. In this paper the mean square stability of the systems is studied when the deterministic switching is subject to two different dwell time conditions: having a lower bound and having both lower and high bounds. The main contributions of this paper are two relevant stability theorems for the systems under study. A numerical example is provided to demonstrate the theoretical results.