New delay-dependent stability of Markovian jump neutral stochastic systems with general unknown transition rates

This paper investigates the delay-dependent stability problem for neutral Markovian jump systems with generally unknown transition rates (GUTRs). In this neutral GUTR model, each transition rate is completely unknown or only its estimate value is known. Based on the study of expectations of the stochastic cross-terms containing the integral, a new stability criterion is derived in terms of linear matrix inequalities. In the mathematical derivation process, bounding stochastic cross-terms, model transformation and free-weighting matrix are not employed for less conservatism. Finally, an example is provided to demonstrate the effectiveness of the proposed results.

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