Costa O L V, Fragoso M D, Marques R P. Discrete-time Markovian jump linear systems[M]. London: Springer-Verlag, 2005.
[2]
Mao X, Yuan C. Stochastic differential equations with Markovian switching[M]. London: Imperial College Press, 2006.
[3]
Li Z Y, Zhou B, Wang Y, et al. On eigenvalue sets and convergence rate of It？o stochastic systems with Markovian switching[J]. IEEE Trans on Automatic Control, 2011, 56(5): 1118-1124.
[4]
Sheng L, Gao M, Zhang W. Spectral characterisation for stability and stabilisation of linear stochastic systems with Markovian switching and its applications[J]. IET Control Theory and Applications, 2013, 7(5): 730-737.
[5]
Zhou K, Doyle J C, Glover K. Robust and optimal control[M]. New Jersey: Prentice Hall, 1996.
[6]
Zhang W, Zhang H, Chen B S. Generalized Lyapunov equation approach to state-dependent stochastic stabilization/detectability criterion[J]. IEEE Trans on Automatic Control, 2008, 53(7): 1630-1642.
[7]
ZhangW, Xie L. Interval stability and stabilization of linear stochastic systems[J]. IEEE Trans on Automatic Control, 2009, 54(4): 810-815.
[8]
Zhang W, Chen B S. ?-representation and applications to generalized Lyapunov equations and linear stochastic systems[J]. IEEE Trans on Automatic Control, 2012, 57(12): 3009-3022.
[9]
Dragan V, Morozan T, Stoica A M. Mathematical methods in robust control of discrete-time linear stochastic systems[M]. New York: Springer, 2010.
[10]
Shen L, Sun J, Wu Q. Observability and detectability of discrete-time stochastic systems with Markovian jump[J]. Systems & Control Letters, 2013, 62(1): 37-42.
[11]
Bellman R. Introduction to matrix analysis[M]. Philadelphia: SIAM, 1995.
[12]
Hou T, Zhang W, Ma H. Essential instability and essential destabilisation of linear stochastic systems[J]. IET Control Theory & Applications, 2011, 5(2): 334-340.
