Delay-segment-dependent robust stability for uncertain discrete stochastic Markovian jumping systems with interval time delay

Abstract

This article deals with the problem of robust stochastic stability for a class of uncertain discrete stochastic Markovian jumping systems with time-varying interval delay. By constructing a parameter-dependent Lyapunov–Krasovskii functional and checking its difference in two subintervals, respectively, some novel delay-segment-dependent stability criteria for the addressed system are derived. Two simulation examples are given to show effectiveness of the proposed method.

Keywords:

• stochastic Markovian jumping systems
• interval time delay
• robust stochastic stability
• LMI

Acknowledgements

This work was supported by National Natural Science Foundation of China under Grant 61004046, 61174076, the China Postdoctoral Science Foundation under Grant 20110491336 and Young and Middle-Aged Scientists Research Awards Fund of Shandong Province under Grant 2009BSB01450.