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Stochastic Stability for Time-Delay Markovian Jump Systems with Sector-Bounded Nonlinearities and More General Transition Probabilities

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  • Dan Ye
  • Quan-Yong Fan
  • Xin-Gang Zhao
  • Guang-Hong Yang

Abstract

This paper is concerned with delay-dependent stochastic stability for time-delay Markovian jump systems (MJSs) with sector-bounded nonlinearities and more general transition probabilities. Different from the previous results where the transition probability matrix is completely known, a more general transition probability matrix is considered which includes completely known elements, boundary known elements, and completely unknown ones. In order to get less conservative criterion, the state and transition probability information is used as much as possible to construct the Lyapunov-Krasovskii functional and deal with stability analysis. The delay-dependent sufficient conditions are derived in terms of linear matrix inequalities to guarantee the stability of systems. Finally, numerical examples are exploited to demonstrate the effectiveness of the proposed method.

Suggested Citation

  • Dan Ye & Quan-Yong Fan & Xin-Gang Zhao & Guang-Hong Yang, 2013. "Stochastic Stability for Time-Delay Markovian Jump Systems with Sector-Bounded Nonlinearities and More General Transition Probabilities," Mathematical Problems in Engineering, Hindawi, vol. 2013, pages 1-9, April.
    • Handle: RePEc:hin:jnlmpe:208263
    DOI: 10.1155/2013/208263
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