Stability analysis for neutral Markovian jump systems with partially unknown transition probabilities

This paper addresses the problem of the delay-dependent stability for neutral Markovian jump systems with partial information on transition probability. The time delays discussed in this paper are time-varying delays. Combined the new constructed Lyapunov functional with the introduced free matrices, and using the analysis technique of matrix inequalities, the delay-dependent stability conditions are obtained. The obtained results are formulated in terms of LMIs, which can be easily checked in practice by Matlab LMI control toolbox. Three numerical examples are given to show the validity and potential of the developed criteria.