New Stability of Markovian Jump Delayed Systems with Partially Unknown Transition Probabilities

This paper addresses the problem of the delay-dependent stability for Markovian jump time-varying delayed systems with partial information on transition probability. Combined the new constructed Lyapunov functional with the introduced free matrices, and using the analysis technique of inequalities, the delay-dependent stability conditions are derived in form of LMIs. A numerical example is given to show the validity and potential of the developed results.

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