Delay-dependent robust stability of stochastic uncertain systems with time delay and Markovian jump parameters

Abstract

This paper is concerned with the delay-dependent stability for a class of stochastic uncertain systems with time delay and Markovian jump parameters. The uncertainties considered in this paper are norm-bounded and governed by the Markov process. Un like the topics in the existing literature, the stability criterion is expressed in terms of linear matrix inequalities, which can be efficiently solved by using a convex-optimization algorithm. Finally, a numerical example is given to illustrate the effectiveness of the proposed method.