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New delay-dependent stability of Markovian jump neutral stochastic systems with general unknown transition rates

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  • Yonggui Kao
  • Changhong Wang
  • Jing Xie
  • Hamid Reza Karimi

Abstract

This paper investigates the delay-dependent stability problem for neutral Markovian jump systems with generally unknown transition rates (GUTRs). In this neutral GUTR model, each transition rate is completely unknown or only its estimate value is known. Based on the study of expectations of the stochastic cross-terms containing the Ito^$It\hat{o}$ integral, a new stability criterion is derived in terms of linear matrix inequalities. In the mathematical derivation process, bounding stochastic cross-terms, model transformation and free-weighting matrix are not employed for less conservatism. Finally, an example is provided to demonstrate the effectiveness of the proposed results.

Suggested Citation

  • Yonggui Kao & Changhong Wang & Jing Xie & Hamid Reza Karimi, 2016. "New delay-dependent stability of Markovian jump neutral stochastic systems with general unknown transition rates," International Journal of Systems Science, Taylor & Francis Journals, vol. 47(11), pages 2499-2509, August.
    • Handle: RePEc:taf:tsysxx:v:47:y:2016:i:11:p:2499-2509
    DOI: 10.1080/00207721.2014.998746
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    References listed on IDEAS

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    1. Xiuming Yao & Ligang Wu & Wei Zheng & Changhong Wang, 2011. "Robust ℋ filtering of Markovian jump stochastic systems with uncertain transition probabilities," International Journal of Systems Science, Taylor & Francis Journals, vol. 42(7), pages 1219-1230.
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    Cited by:

    1. Long, Shaohua & Wu, Yunlong & Zhong, Shouming & Zhang, Dian, 2018. "Stability analysis for a class of neutral type singular systems with time-varying delay," Applied Mathematics and Computation, Elsevier, vol. 339(C), pages 113-131.
    2. Yan, Zhiguo & Song, Yunxia & Liu, Xiaoping, 2018. "Finite-time stability and stabilization for Itô-type stochastic Markovian jump systems with generally uncertain transition rates," Applied Mathematics and Computation, Elsevier, vol. 321(C), pages 512-525.
    3. Suriguga, & Kao, Yonggui & Shao, Chuntao & Chen, Xiangyong, 2021. "Stability of high-order delayed Markovian jumping reaction-diffusion HNNs with uncertain transition rates," Applied Mathematics and Computation, Elsevier, vol. 389(C).

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