Stochastic stability conditions for a class of neutral Markovian jump systems

The certain and uncertain neutral systems with time-varying delay and Markovian jump parameters are investigated in this paper. The jumping parameters are considered as a continuous-time, continuous state Markov process. Based on the Lyapunov functional approach, novel delay-dependent stochastic stability criteria are presented in terms of LMIs. Two numerical examples are given to illustrate the effectiveness of the developed method.