Stochastic stabilization of a discrete-time inhomogeneous Markov jump linear system with interval transition probability matrix

Stochastic stabilization of discrete-time inhomogeneous Markov jump linear system is addressed for the case of transition probability matrix considered as an interval matrix. The approach involves representing the interval transition probability matrix as a convex combination of stochastic matrices, where stochastic stabilization can be addressed using stochastic version of Lyapunov's second method. The current approach is superior to the existing result for the same system, because of the ability to synthesize a state-feedback stabilizing controller. A vertical take-off and landing vehicle dynamics are utilized to illustrate the effectiveness of the results.