Stochastic stability of linear time-delay system with Markovian jumping parameters

This paper deals with the class of linear time-delay systems with Markovian jumping parameters (LTDSMJP). We mainly extend the stability results of the deterministic class of linear systems with time-delay to this class of systems. A delay-independent necessary condition and sufficient conditions for checking the stochastic stability are established. A sufficient condition is also given. Some numerical examples are provided to show the usefulness of the proposed theoretical results.

Uncontrolled Keywords

• stochastic stability
• Markov process
• linear systems with jumping parameters
• time-delay.