A constructive way to design a switching rule and switching regions to mean square exponential stability of switched stochastic systems with non-differentiable and interval time-varying delay

Abstract

This paper addresses a mean square exponential stability problem for a class of switched stochastic systems with time-varying delay. The time delay is any continuous function belonging to a given interval, but not necessary differentiable. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton's formula, new delay-dependent sufficient conditions for the mean square exponential stability of switched stochastic systems with time-varying delay are first established in terms of LMIs. Numerical example is given to show the effectiveness of the obtained result. ©2013 Rajchakit et al.; licensee Springer.