Delay-dependent stability criterion and H_∞ analysis for Markovian jump systems with time-varying delays

This paper deals with the problems of stochastic stability and H_∞ analysis for Markovian jump linear systems with time-varying delays. In terms of linear matrix inequalities, a less conservative delay-dependent stability criterion for Markovian jump systems is proposed by constructing a different Lyapunov-Krasovskii functional and introducing improved integral-equalities approach, and a sufficient condition is derived from the H_∞ performance. Numerical examples are provided to demonstrate the efficiency and reduced conservatism of the results in this paper.