Mean-Square Stability of Two-Time Scale Linear Stochastic Hybrid Systems

The problem of exponential mean-square stability of two-time scale, linear stochastic hybrid systems has been studied in this paper. To obtain the sufficient conditions of stability two basic approaches of stability analysis for one-time hybrid systems with a Markovian switching rule and any switching rule and singularly perturbed nonhybrid systems were combined. In both approaches the Lyapunov techniques were used.