Delay-segment-dependent robust stability for a class of discrete
stochastic markovian jumping system with time delay and
uncertainties
Jianwei Xia
1
, Yongmin Li
2
1. School of Mathematics Science,Liaocheng University, Liaocheng, Shangdong, China
E-mail: njustxjw@yahoo.com.cn
2. School of Science Huzhou Teachers College,Huzhou, Zhejiang, China
E-mail: ymlwww@yahoo.com.cn
Abstract: The problem of robust stochastic stability for a class of uncertain discrete stochastic markovian jumping systems with
time-varying interval delay is proposed in this paper. By constructing a parameter-dependent Lyapunov-Krasovskii functional and
checking its difference in two subintervals, respectively, some novel delay-segment-dependent stability criteria for the addressed
systems are derived. Numerical example is given to show effectiveness of the proposed method.
Key Words: Stochastic systems, Markovin jumping, Interval time delay, Robust stability, LMI
1 Introduction
Over the past decades, considerable attention has been de-
voted to the study of Ito type stochastic differential or dif-
ference equations since such systems have come to play an
important role in many branches of science and engineer-
ing applications [1], and a variety of works have been pub-
lished with respect to the stability and stabilization of those
stochastic systems [2, 3]. As we know, Markovian jump sys-
tems, which are modeled by a set of subsystems with tran-
sitions among all the modes governed by a Markov chain
taking values in a finite set, are often employed to describe
the abrupt phenomena such as random failures and repairs
of the components, changes in the interconnections of sub-
systems, sudden environment changes, etc. A great num-
ber of results on estimation and control problems related to
such systems have been reported in the literature, see, for
example [4, 5]. Naturally, stochastic systems with Marko-
vian jumping parameters have also received considerable re-
search attention[6].
On the other hand, time delays are inherent features of
many physical processes, which are often the main cause
for instability and poor performance of a control system [7].
Furthermore, stochasitc markovian jumping systems with
time delays have been widely studied in past years and var-
ious research topics have been investigated. To mention a
few, the problem of stochastic stabilization in mean square
for several stochastic markovian jumping systems with time
delay was studied in [8]. When both time delays and pa-
rameter uncertainties appear in a Markovian jump system,
some results on the robust H
∞
control problem were re-
ported in [9]. Moreover, the problems of delay-dependent
H
∞
and robust H
∞
filtering for stochastic markovian jump-
ing systems with mode-dependent time delays were consid-
ered in [10] and [11], respectively. It is well known that
This work was supported National Natural Science Foundation of
China under Grant 61004046,61104117,61174076, China Postdoctoral Sci-
ence Foundation under Grant 20110491336, Postdoctoral Science Foun-
dation of Jiangsu Province under Grant 1001007C, Young and Middle-
Aged Scientists Research Awards Fund of Shandong Province under Grant
2009BSB01450.
there are systems that are stable with some nonzero delay,
but are unstable without delay. For such case, if there is a
time-varying perturbation on the nonzero delay, it is of great
significance to consider the stability of systems with interval
time-varying delay[12–15]. Although the stability and stabi-
lization problem for stochastic markovian jumping systems
with interval time-varying delays has been well investigated
recently[16, 17], they still have conservatism to some extent,
which can be further improved.
In this paper, we propose a new approach to investigate
the problem of robust stochastic stability analysis for un-
certain discrete stochastic markovian jumping systems with
interval time-varying delay. By using the stochastic anal-
ysis approach, we introduce a novel Lyapunov-Krasovskii
functional based on the idea of delay partitioning and then
present a new delay-segment-dependent stability criterion in
terms of linear matrix inequalities (LMIs). Finally, exam-
ple is illustrated to show the effectiveness of the proposed
results.
2 Preliminaries
Consider the following uncertain discrete stochastic
markovain jumping system with interval time delay
x(k +1) = [A
0
(k, r(k))x(k)+A
1
(k, r(k))x(k − τ(k))]
+[E
0
(k, r(k))x(k)+E
1
(k, r(k))
·x(k − τ (k))]w(k), (1)
x(k)=ϕ(k),k∈ [−τ
M
, 0], (2)
where x(k) ∈ R
n×n
is the state; w(k) is a one-dimension
Brownian motion satisfying E{w(k)} =0and E{w(k)
2
} =
1; {r(k)} denotes a Markov chain which takes values in the
finite space S = {1, 2,...,N}. The transition probability
matrix of {r(k)} is Π={π
ij
} with π
ij
=Pr{r
k+1
=
j|r
k
= i}, where π
ij
is the transition probability from mode
i at time k to mode j at time k +1and for all i, j ∈ S,
π
ij
≥ 0,
N
j=1
π
ij
=1. The time delay τ(k) satisfying
0 ≤ τ
m
<τ(k) ≤ τ
M
, (3)
where τ
m
and τ
M
are prescribed integers representing the
lower and upper bounds of the delay, respectively. ϕ(k)
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