Further results on stability analysis for Markovian jump systems with time-varying delays (Q1664774)

Summary: This paper is concerned with the problem of stability analysis for Markovian jump systems with time-varying delays. By constructing a newly augmented Lyapunov-Krasovskii functional and combining Wirtinger-based integral inequality, an improved delay-dependent stability criterion within the framework of linear matrix inequalities (LMIs) is introduced. Based on the result of delay-dependent stability criterion, when linear systems have fast time-varying delays, a corresponding stability condition is given. Via three numerical examples, the improvements of the proposed criteria are shown by comparing maximum delay bounds provided by our theorems with the recent results.