Existence of Nonimpulsive Unique Solution and Stability for Discrete-Time Linear Rectangular Descriptor Markov Jump Systems.

This paper investigates the existence of nonimpulsive unique solution and stochastic stability problems for the discrete-time linear rectangular descriptor Markov jump systems at two cases. For every case, the sufficient and necessary conditions, in terms of strict linear matrix inequalities, are eventually proposed to guarantee that the discrete-time linear rectangular descriptor Markov jump systems are column (row) regular, column (row) causal, stochastically stable, and have a unique solution. In addition, some assumptions are introduced to ensure that there is no impulse in the solution at the instant when the Markov process jumps. Moreover, the concrete procedures on how to apply the results obtained in this paper are presented as well. Finally, an example is provided to demonstrate the effectiveness of the results. [ABSTRACT FROM AUTHOR]