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Delay-Dependent H∞ Performance Analysis for Markovian Jump Systems with Time-Varying Delays

Authors: Shouming Zhong, Yucai Ding, Hong Zhu, Yuping Zhang


This paper considers ­H∞ performance for Markovian jump systems with Time-varying delays. The systems under consideration involve disturbance signal, Markovian switching and timevarying delays. By using a new Lyapunov-Krasovskii functional and a convex optimization approach, a delay-dependent stability condition in terms of linear matrix inequality (LMI) is addressed, which guarantee asymptotical stability in mean square and a prescribed ­H∞ performance index for the considered systems. Two numerical examples are given to illustrate the effectiveness and the less conservatism of the proposed main results. All these results are expected to be of use in the study of stochastic systems with time-varying delays.

Keywords: linear matrix inequality (LMI), Markovian switching, ­H∞ performance, Delaydependent stability

Digital Object Identifier (DOI):

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