Further improvement of stability criterion and BRL for Markovian jump systems with interval time-varying delay

This paper deals with delay-dependent stochastic stability and bounded real lemma (BRL) for Markovian jump linear systems with interval time-varying delays. By constructing some new Lyapunov functionals and using the Jensen’s integral inequality method, the free weighting matrix method, the convex combination method and the delay decomposition approach integratedly, some less conservative delay-dependent stability criteria and BRL are established. Numerical examples are given to show the effectiveness of the proposed method.