Delay-interval-dependent robust stability results for uncertain stochastic systems with Markovian jumping parameters

作者：Balasubramaniam P^*; Krishnasamy R; Rakkiyappan R

来源：Nonlinear Analysis: Hybrid Systems , 2011, 5(4): 681-691.

DOI：10.1016/j.nahs.2011.06.001

• Linear matrix inequality
• Uncertain stochastic systems
• Lyapunov-Krasovskii functional
• Markovian jumping parameters
• Interval time-varying delays

This paper is concerned with the robust stability analysis of Markovian jumping uncertain stochastic systems with interval time-varying delays. The parametric uncertainties which appear in all system matrices are assumed to be norm bounded. A new Markovian jumping matrix Pi is introduced for deriving the stability results. Based on the Lyapunov stability theory and stochastic analysis technique, new improved delay-dependent robust stability criteria are derived by considering the relationship among the time-varying delay, its upper bound and their difference without ignoring any terms. Numerical examples are given to verify the effectiveness and less conservativeness of the proposed method.

• 出版日期2011-11