This article is devoted to provide further criterion for stochastic stability analysis of semi-Markovian jump linear systems (S-MJLSs), in which more generic transition rates (TRs) will be studied. As is known, the time-varying TR is one of the key issues to be considered in the analysis of S-MJLS. Therefore, this article is to investigate general cases for the TRs that covered almost all types, especially for the type that the jumping information from one mode to another is fully unknown, which is merely investigated before. By virtue of stochastic functional theory, sufficient conditions are developed to check stochastic stability of the underlying systems via linear matrix inequalities formulation combined with a maximum optimization algorithm. Finally, a numerical example is given to verify the validity and effectiveness of the obtained results.
K E Y W O R D Slinear matrix inequalities, semi-Markovian jump systems, stochastic stability, uncertain transition rates
INTRODUCTIONThe semi-Markovian jump linear systems (S-MJLSs) 1 have received considerable attention in the recent control theory literature due to their better reflection of physical systems than Markovian jump linear systems (MJLSs). Traditionally, the MJLSs are applied to model physical systems with abrupt structure changes 2-6 with great efficiency, but with high demand for accuracy of modeling physical systems nowadays, the MJLS approach apparently shows its limitations, which mainly derives from its sojourn-time h follows a memory-less exponential distribution. In a continuous-time S-MJLS, the sojourn-time h follows more general continuous probability distributions, such as the Weibull distribution, rather than confined to the exponential distribution in MJLSs. The consequence is that the transition rates (TRs) in S-MJLSs are relaxed from constant to sojourn-time dependent time-varying parameters ij (h). Due to the general property of S-MJLSs, the problems of stochastic stability analysis, stabilization, and filtering of S-MJLSs are particularly becoming hot topics in the literature. For example, the robust stochastic stability and the control design problems for S-MJLSs were studied in References 7-9. The concern on the stochastic stability and stabilization for a class of discrete-time S-MJLSs was dealt with in References 10 and 11. The observer-based sliding mode approach was proposed for stabilization of S-MJLSs in References 12-14. The ℒ ∞ control for positive delay systems with semi-Markov process was stuided in Reference 15. The Takagi-Sugeno model approach was introduced to fuzzy control of nonlinear single-link robot arm model with semi-Markov switching parameters in References 16 and 17, and for more details, please refer to References 18 and 19 and reference therein. Int J Robust Nonlinear Control. 2020;30:2689-2700. wileyonlinelibrary.com/journal/rnc