Stochastic Stabilization of Discrete-Time Markov Jump Systems with Generalized Delay and Deficient Transition Rates

In this paper, the problem of mode-dependent state feedback controller design is studied for discrete-time Markov jump systems with generalized delay and deficient transition rates. The time delay under consideration is subject to mode-dependent and time-varying, and the transition probabilities of the jumping process are assumed to be partially accessible. By utilizing some novel summation inequalities, and by constructing an improved Lyapunov–Krasovskii functional which comprises a mode-dependent quadratic functional and some single, double and triple summation terms, delay-dependent stabilization conditions are derived in terms of tractable linear matrix inequalities. Two numerical examples are given to illustrate the effectiveness of the proposed conditions.