Towards stability analysis of jump linear systems with state-dependent and stochastic switching

This paper analyzes the stability of hierarchical jump linear systems where the supervisor is driven by a Markovian stochastic process and by the values of the supervised jump linear system’s states. The stability framework for this class of systems is developed over infinite and finite time horizons. The framework is then used to derive sufficient stability conditions for a specific class of hybrid jump linear systems with performance supervision. New sufficient stocbnstic stability conditions for discrete-time jump linear systems are also presented.