New results on stability analysis and stabilization of time-delay continuous Markovian jump systems with partially known rates matrix

2015

Summary In this note, the problems of stability analysis and controller synthesis of Markovian jump systems with time-varying delay and partially known transition rates are investigated via an input–output approach. First, the system under consideration is transformed into an interconnected system, and new results on stochastic scaled small-gain condition for stochastic interconnected systems are established, which are crucial for the problems considered in this paper. Based on the system transformation and the stochastic scaled small-gain theorem, stochastic stability of the original system is examined via the stochastic version of the bounded realness of the transformed forward system. Th…