Stability and disturbance attenuation for a switched Markov jump linear   system
  We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic stability and uniform stochastic disturbance attenuation are reported. In both cases, conditions are expressed as a set of finite-dimensional linear matrix inequalities that can be solved efficiently. 
Collin C. Lutz and Daniel J. Stilwell
cs.SY math.OC