Thestability of a control system is essential for its effective operation. Stability implies that small changes in input, initial conditions, or parameters do not lead to significant fluctuations in output. Various stability properties, such as inner stability, asymptotic stability, and BIBO (Bounded Input, Bounded Output) stability, are well understood for classical linear control systems in Euclidean spaces. This paper aims to thoroughly address the stability problem for a class of linear control systems defined on matrix Lie groups. This approach generalizes classical models corresponding to the latter when the group is Abelian and non-compact. It is important to note that this generalization leads to a very difficult control system, due to the complexity of the state space and the special dynamics resulting from the drift and control vectors. Several mathematical concepts help us understand and characterize stability in the classical case. We first show how to extend these algebraic, topological, and dynamical concepts from Euclidean space to a connected Lie group of matrices. Building on classical results, we identify a pathway that enables us to formulate conjectures about stability in this broader context. This problem is closely linked to the controllability and observability properties of the system. Fortunately, these properties are well established for both classes of linear systems, whether in Euclidean spaces or on Lie groups. We are confident that these conjectures can be proved in future work, initially for the class of nilpotent and solvable groups, and later for semi-simple groups. This will provide valuable insights that will facilitate, through Jouan's Equivalence Theorem, the analysis of an important class of nonlinear control systems on manifolds beyond Lie groups. We provide an example involving a three-dimensional solvable Lie group of rigid motions in a plane to illustrate these conjectures.