On Delay-Dependent Stochastic Stability Analysis of Markovian Jump Linear Systems With Time Delay

The stochastic stability analysis problem is studied in this paper for Markovian jump linear systems with time delay. An improved approach is proposed to address it by taking a triple-integral term into account in the defined Lyapunov functional. By means of linear matrix inequalities, a delay-dependent condition is derived to guarantee the stochastic stability of the delayed Markovian jump linear systems. A numerical example is presented to demonstrate the advantage of the developed approach over some existing results.