Delay-dependent stochastic stability and H∞ analysis for time-delay systems with Markovian jumping parameters

This paper studies the problem of the stochastic stability and H-infinity disturbance attenuation for linear continuous-time time-delay systems that possess randomly Markovian jumping parameters. A delay-dependent sufficient condition on the stochastic stability with given H-infinity performance is proposed using the stochastic Lyapunov-Krasovskii stability theory. The conditions are formulated as a set of coupled linear matrix inequalities. (C) 2003 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.