On the stability of linear system with Markovian jumping parameters

This paper deals with the stability of a class of linear systems with Markovian jumping parameters (LSMJP). The authors propose a transformation of the stochastic system to a deterministic one. A necessary and sufficient conditions for the stochastic stability is developed. Another condition is also established by using the Lyapunov exponent. Numerical examples are provided to show the usefulness of the proposed theoretical results.