A new approach of stability analysis and stabilization for continuous-time Markov jump linear system with partly known transition probabilities

This paper considers the stability analysis and stabilization of continuous-time Markov jump linear systems(MJLSs) with partly known transition probabilities. According to the bounds of transition probabilities, the partly known transition probabilities considered cover the cases of known, unknown with known bounds and completely unknown. New sufficient conditions which can be applied to stability analysis and stabilization for the considered system are obtained in terms of LMIs. In the case that the transition probabilities are known, the results proposed are reduced to the existing ones. Finally, a numerical example verifies the effectiveness of the proposed method.