This paper deals with the class of linear systems with random abrupt changes. The stochastic stability and the stochastic stabilization problems of this class of systems are revisited and new conditions are developed in the LMI setting to either check the stochastic stability or to design the state feedback controller that stochastically stabilizes the system under consideration. The corresponding robust problems are also considered. It is shown that all the addressed problems can be solved if the corresponding developed linear matrix inequalities (LMIs) are feasible. Two numerical examples are employed to show the usefulness of the proposed results.
Paru en juillet 2007 , 23 pages