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Stochastic stability analysis of integral non-homogeneous Markov jump systems
Authors:Yanyan Yin  Lijie Zhu  Hongbing Zeng  Yanqing Liu  Fei Liu
Affiliation:1. Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Institute of Automation, Jiangnan University, Wuxi, China;2. Department of Mathematics and Statistics, Curtin University, Perth, Western Australia;3. School of Electrical and Information Engineering, Hunan University of Technology, Zhuzhou, China
Abstract:This paper investigates the problem of stability analysis for time-delay integral Markov jump systems with time-varying transition rates. Some free-weight matrices are addressed and sufficient conditions are established under which the system is stochastically stable. The bound of delay is larger than those in other results obtained, which guarantees that the proposed conditions are tighter. Numerical examples show the effectiveness of the method proposed.
Keywords:Markov jump systems  time delay  non-homogeneous jump  nonlinear
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