Improved exponential stability for stochastic Markovian jump systems with nonlinearity and time-varying delay

• Published in: International journal of robust and nonlinear control Vol. 20; no. 1; pp. 16 - 26
• Main Authors: He, Yong, Zhang, Yan, Wu, Min, She, Jin-Hua
• Format: Journal Article
• Language: English
• Published: Chichester, UK John Wiley & Sons, Ltd 10.01.2010
• Subjects: Criteria; Delay; exponential stability; linear matrix inequality (LMI); Markovian jump systems; Mathematical models; Nonlinearity; Stability; stochastic systems; Stochasticity; time delay; Upper bounds
• ISSN: 1049-8923; 1099-1239; 1099-1239
• DOI: 10.1002/rnc.1412

This paper is concerned with delay‐dependent exponential stability for stochastic Markovian jump systems with nonlinearity and time‐varying delay. An improved exponential stability criterion for stochastic Markovian jump systems with nonlinearity and time‐varying delay is proposed without ignoring any terms by considering the relationship among the time‐varying delay, its upper bound and their difference, and using both Itô's differential formula and Lyapunov stability theory. A numerical example is given to illustrate the effectiveness and the benefits of the proposed method. Copyright © 2009 John Wiley & Sons, Ltd.