Stochastic stability for discrete-time singular systems with Markov jump parameters

In this paper, stochastic stability for discrete-time singular systems with Markov jump parameters is addressed. We present a set of coupled generalised Lyapunov equations (CGLEs) that serves as a necessary and sufficient condition for stochastic stability. A method for solving the obtained CGLEs is also presented, based on iterations of usual descriptor Lyapunov equations. An illustrative example is included.

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