Mathematical Problems in Engineering 
Volume 3 (1997), Issue 3, Pages 187-201
doi:10.1155/S1024123X97000525

Stochastic stability of linear time-delay system with Markovian jumping parameters

K. Benjelloun and E. K. Boukas

 Mechanical Engineering Department, École Polytechnique de Montréal, P.O. Box 6079, Station “centre-ville”, Montréal H3C 3A7, Québec, Canada
Received 12 February 1996; Revised 30 April 1996

Abstract

This paper deals with the class of linear time-delay systems with Markovian jumping parameters (LTDSMJP). We mainly extend the stability results of the deterministic class of linear systems with time-delay to this class of systems. A delay-independent necessary condition and sufficient conditions for checking the stochastic stability are established. A sufficient condition is also given. Some numerical examples are provided to show the usefulness of the proposed theoretical results.