Stochastic stability of linear time-delay system with Markovian jumping parameters
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The authors study stability properties of linear systems with delay for which the coefficient matrices are governed by the state of an additional finite state continuous Markov process. Their main result is a sufficient condition for a mean square stability property in terms of the existence of a positive definite matrix solution to a matrix equation which is independent of the size of the delays in the system. Finally, the authors study two two-dimensional examples.
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