Publication Type:

Conference Proceedings


Proc. of European Control Conference, IEEE, Zurich, Switzerland, p.3724-3729 (2013)



Convergence, discrete time systems, discrete-time Markov jump linear system, Interval analysis, Linear matrix inequalities, Linear systems, Markov processes, Matrix algebra, mean square stability, nonhomogeneous Markov chain, nonhomogeneous Markov jump linear systems, Numerical stability, Stability, Stability analysis, sufficient condition, transition probability matrix


This paper deals with a discrete-time Markov jump linear system with a non-homogeneous Markov Chain. In particular, we consider the situation when the transition probability matrix of the non-homogeneous Markov Chain is varying in an interval, and obtained a sufficient condition for the mean square stability of the proposed system.

Cite this Research Publication

Chitraganti Shaikshavali, Aberkane, S., and Aubrun, C., “Mean square stability of non-homogeneous Markov jump linear systems using interval analysis”, Proc. of European Control Conference. IEEE, Zurich, Switzerland, pp. 3724-3729, 2013.