Groupe d’études et de recherche en analyse des décisions


Stochastic Stability of Linear Time-Delay System with Markovian Jumping Parameters


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 sufficient condition for checking the stochastic stability is established. A sufficient condition is also given. Some numerical examples are provided to show the usefulness of the proposed theoretical results.

, 17 pages

Ce cahier a été révisé en juillet 1996