Exponential estimates for stochastic delay hybrid systems with Markovian switching

Autor: Hu Shigeng, Lian Baosheng, Wang Hongchu
Rok vydání: 2007
Předmět:
Zdroj: Applied Mathematics-A Journal of Chinese Universities. 22:334-342
ISSN: 1993-0445
1005-1031
DOI: 10.1007/s11766-007-0311-5
Popis: This paper deals with the problem of norm bounds for the solutions of stochastic hybrid systems with Markovian switching and time delay. Based on Lyapunov-Krasovskii theory for functional differential equations and the linear matrix inequality (LMI) approach, mean square exponential estimates for the solutions of this class of linear stochastic hybrid systems are derived. Finally, An example is illustrated to show the applicability and effectiveness of our method.
Databáze: OpenAIRE