A New Exponential Stability Condition for Delayed Systems with Markovian Switching

This paper discusses the problem of exponential mean-square stability analysis for delayed systems with Markovian switching. A mode-dependent Lyapunov-Krasovskii functional taking a rather general form is used. The statistical property of Markov process is used to derive the differential of the functional. Considering this and applying the free-weighting matrix technique, a new stability criterion is obtained by means of linear matrix inequalities. The effectiveness of the proposed result is numerically demonstrated by examples provided finally.