On Robust Almost Sure Stabilization of Continuous-Time Markov Jump Linear Systems

This paper is concerned with the robust almost sure (AS) stabilization problem for continuous-time Markov jump linear systems (MJLS). Norm-bounded uncertainties affecting the system state and input matrices are considered. A deterministically testable sufficient condition for robust AS stability is provided which relies on some bounds on the 2-norm of the transition matrix over the time interval before the first transition. Such a condition can be profitably employed also to design a robust feedback stabilization strategy. The stabilizing feedback design is based on a formulation of the sufficient condition in terms of an equivalent LMI problem