Real-time Reachable Set Estimation for Markov Jump Systems with Time-varying Delay

The problem of real-time reachable set estimation (RSE) for a class of Markov jump systems is studied in this paper. A method is proposed for estimating real-time reachable set of the Markov jump systems with known inputs, bounded disturbances and non-zero initial conditions. By utilizing the linear matrix inequalities (LMIs) and the Lyapunov stability theory, sufficient conditions for estimating the real-time reachable set of Markov jump systems are given, and the reachable set of the resulting systems is mean-square (M-S) bounded by the prescribed ellipsoid. The validity of the theoretical analysis is verified by numerical simulation.