Robust stability of Markovian jump stochastic uncertain systems with mode-dependent time-varying delays

Abstract

The problem of robust stability for a class of uncertain Markovian jump stochastic systems with mode-dependent time-varying delays is studied. By constructing Lyapunov functional and applying Itô's differential formula, novel delay-dependent stability sufficient conditions are derived based on linear matrix inequality (LMI). Two numerical examples are presented to show that the correctness and less conservativeness of the proposed method.