Decay-rate-dependent conditions for exponential stability of stochastic neutral systems with Markovian jumping parameters

Weimin Chen, Baoyong Zhang and Qian Ma

Applied Mathematics and Computation, 2018, vol. 321, issue C, 93-105

Abstract: This note studies the problem of decay-rate-dependent exponential stability for neutral stochastic delay systems with Markovian jumping parameters. First, by introducing an operator D(xt,i) as well as a novel Lyapunov–Krasovskii functional, sufficient conditions for exponential stability of system with a decay rate are obtained. Second, the results are extended to the robust exponential estimates for uncertain neutral stochastic delay systems with Markovian jumping parameters. Finally, numerical examples are provided to show the effectiveness of the proposed results.

Keywords: Exponential estimates; Neutral stochastic systems; Markovian jump systems; Exponential stability; Parameter uncertainties (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:321:y:2018:i:c:p:93-105

DOI: 10.1016/j.amc.2017.10.034

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