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Authors
Colaneri, Patrizio; de Souza, Valeska M.

Digital Object Identifier (DOI)
10.3182/20071017-3-BR-2923.00041

Page Numbers:
244-249

Index Terms
Markov jump systems,switched systems,Lyapunov functions,stochastic stability

Abstract
In this paper we study the almost sure stability of continuous-time jump linear systems with a finite-state Markov form process. A new sufficient condition is derived based on an extended Lyapunov-Metzler inequality. This condition is proven to be less conservative with respect to the existing sufficient conditions. The inequalities generalize those associated with mean square stability and establish a clear link between the two notions. The problem of almost sure stabilizability and detectability is finally discussed.

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