Asymptotical stability of 2-D linear discrete stochastic systems

The main goal of the present paper is to find computable stability criteria for two-dimensional stochastic systems based on Kronecker product and nonnegative matrices theory. First, 2-D discrete stochastic system model is established by extending system matrices of the well-known Fornasini–Marchesiniʼs second model into stochastic matrices. The elements of these stochastic matrices are second-order, weakly stationary white-noise sequences. Second, a necessary and sufficient condition for 2-D stochastic systems is presented, this is the first time that has been proposed. Third, computable mean-square asymptotic stability criteria are derived via Kronecker product and the nonnegative matrix theory. The criteria are only sufficient conditions. Finally, illustrative examples are provided.