Parameter-dependent robust stability for uncertain Markovian jump systems with time delay

In this paper, the problem of parameter-dependent robust stability analysis is addressed for uncertain Markovian jump linear systems (MJLSs) with polytopic parameter uncertainties and time-varying delay. By constructing parameter-dependent Lyapunov functional, some sufficient conditions are developed to enable robust exponential mean square stability for the systems. New parameter-dependent robust stability criteria for MJLSs are established in the form of linear matrix inequalities (LMIs), which can be solved efficiently by the interior-point algorithm. Finally, a numerical example is given to demonstrate the effectiveness of the proposed approach.