Finite-time boundedness and chaos-like dynamics of a class of Markovian jump linear systems

Abstract This paper investigates dynamic properties of a class of stochastic Markovian jump linear systems. Firstly, we introduce quasi-alternative Markovian jump linear switching systems with both stable and unstable subsystems. Then, we provide sufficient conditions of finite-time boundedness by using Lyapunov methods and system future analysis. These presented conditions guarantee the existence of boundary within a given time interval. Next, we further analyse an useful dynamic property, named as finite-time chaos-like property, based on boundedness and stationary distribution characteristics. Finally, a detailed example is presented to illustrate our main results.

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