Output feedback stabilization of stochastic linear systems with Markovian switching and uncertain transition jump rates

This paper investigates the problem of output feedback stabilization for a class of stochastic linear systems with Markovian switching and uncertain transition jump rates. A sufficient condition is given in terms of linear matrix inequalities (LMIs) such that the closed-loop system is stochastically asymptotically stable in the large. Finally, a simulation example is provided to illustrate the effectiveness of the proposed scheme.