Stochastic stability and stabilization of a class of state-dependent jump linear systems

This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state variable, and addressed the problem of stochastic stability and stabilization analysis for the proposed system. Numerically solvable sufficient conditions for the stochastic stability and stabilization of the proposed system is established in terms of linear matrix inequalities. The obtained results are illustrated in numerical examples.