Stability of Markovian jump systems with generally uncertain transition rates

This paper is concerned with exploring stability analysis for a class of Markovian jump systems (MJSs) with generally uncertain transition rates (GUTRs). In the GUTR model, each transition rate can be completely unknown or only its estimate value is known. This new uncertain model is more general than the existing ones and can be applicable to more practical situations. The stability criterion for such a class of uncertain MJSs is derived in terms of linear matrix inequalities (LMIs). Finally, a numerical example is given to illustrate the effectiveness and applicability of the proposed method.