In this paper, we investigate almost-sure and moment stabilization of continuous time jump linear systems with a finite-state Markov jump form process. We first clarify the concepts of -moment stabilizability, exponential -moment stabilizability, and stochastic -moment stabilizability. We then present results on the relationships among these concepts. Coupled Riccati equations that provide nece...

Abstruct-The determination of the state-space equations of a time-varying finite-dimensional linear system with a prescribed output covariance matrix is considered when the system is excited by Gaussian whitenoise inputs. It is shown that a symmetric state covariance matrix provides the key link between the statespace equations of a system and the system output covariance matrix. Furthermore, s...