Mean‐square strong stability and stabilization of discrete‐time stochastic systems with multiplicative noises

Abstract This article investigates the mean‐square strong stability and stabilization of a discrete‐time stochastic system corrupted by multiplicative noises. First, definition (MS) is addressed to avoid overshoots in dynamics, two necessary sufficient conditions for MS‐strong are derived. Moreover, relationship between MS‐stability given. Second, some via state feedback (SF) output obtained, respectively. Furthermore, analytical expressions SF controller static (SOF) proposed, Finally, an equivalent design method SOF dynamic presented.