Improved delay-dependent stability conditions and H_∞ control for jump time-delay systems

This paper considers the problem of stochastic stability and H_∞ control for time-delay systems with randomly Markovian jumping parameters. A new approach is proposed to analyze the delay-dependent condition on the stochastic stability by the stochastic Lyapunov-Krasovskii functional approach. It is shown that this new stochastic stability condition combines the so-called delay-independent and delay-dependent conditions. The H_∞ disturbance attenuation problem of the systems is also addressed. A numerical example illustrates the effectiveness of the proposed approach, and the conservativeness is compared with existing results.