Improved exponential stability for stochastic Markovian jump systems with nonlinearity and time‐varying delay |
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Authors: | Yong He Yan Zhang Min Wu Jin‐Hua She |
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Affiliation: | 1. School of Information Science and Engineering, Central South University, Changsha 410083, China;2. School of Computer Science, Tokyo University of Technology, Tokyo 192‐0982, Japan |
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Abstract: | 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. |
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Keywords: | stochastic systems Markovian jump systems exponential stability time delay linear matrix inequality (LMI) |
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