New stochastic robust stability criteria for time-varying delay neutral system with Markovian jump parameters

In this paper, the problem of stochastic robust stability of time-varying delay neutral system with Markovian jump parameters is investigated. The jumping parameters are considered as a continuous-time, continuous state Markov process. Based on the Lyapunov-Krasovskii functional approach, a new delay-dependent stochastic stability criteria is presented in terms of LMIs. A numerical example is given to illustrate the effectiveness of the developed method.