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Delay-interval-dependent robust stability results for uncertain stochastic systems with Markovian jumping parameters. (English) Zbl 1227.93124
Summary: 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 ${P}_{i}$ 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.
##### MSC:
 93E15 Stochastic stability 93D09 Robust stability of control systems 93E03 General theory of stochastic systems 60J75 Jump processes
##### References:
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