Stability and H∞ performance analysis for Markovian jump systems with time-varying delays

This paper is concerned with the problem of stability and H∞ performance analysis for Markovian jump systems with time-varying delays. By constructing a newly augmented Lyapunov-Krasovskii functional and utilizing some novel techniques which have not been proposed yet, a delay-dependent stability criterion with the framework of linear matrix inequalities (LMIs) is introduced in Theorem 1. Based on the result of Theorem 1, an H∞ performance analysis is conducted in Theorem 2. The effectiveness and superiority of the proposed theorems are illustrated via three numerical examples.