IEEE Transactions on Automatic Control, Vol.60, No.7, 1898-1903, 2015
Pointwise Stability of Discrete-Time Stationary Matrix-Valued Markovian Processes
In this technical note, we study the pointwise stability of a discrete-time, matrix-valued, and stationary Markovian jump linear system. When the system is restricted to a linear subspace, we show that it is pointwise convergent if and only if it is pointwise exponentially convergent under the framework of probability and symbolic dynamics.