Sufficient conditions for almost sure stability of jump linear systems
This paper derives less conservative conditions for almost-sure stability of jump linear systems by using the stochastic version of Lyapunov's second method. To ensure the required stability, the Lyapunov function is only required to be nonincreasing along each of the specially organized subsequences of "jumgings". This allows one to handle the case where some or even all subsystems are unstable and provides more choices of Lyapunov functions.