On almost sure stability of continuous-time Markov jump linear systems

In this paper, we study the almost sure stability of continuous-time jump linear systems with a finite-state Markov form process. A sufficient condition for almost sure stability is derived that refers to the statistics of the transition matrix over m switches. It is shown that, if the system is exponentially almost sure stable, there exists a finite m such that the criterion is satisfied. In order to evaluate the expected value appearing in the condition, an efficient Monte Carlo algorithm is worked out.