Stabilization of jump linear systems without noise

The adaptive stabilization problem of linear systems with unknown parameters and without noise models is studied in this paper, we investigate continuous time jump linear systems with a finite-state hidden Markov jump form process. A sufficient condition characterizing the adaptive stabilizability of the system is found, which hings on the existence of a set of algebraic coupled Riccati equations. It is worth mentioning that a constructive method for designing stabilizing feedback law is provided in this paper.