Mean square stability of discrete-time stochastic hybrid systems with interval time-varying delays

This paper is concerned with robust mean square stability of uncertain stochastic switched discrete time-delay systems. The system to be considered is subject to interval timevarying delays, which allows the delay to be a fast time-varying function and the lower bound is not restricted to zero. Based on the discrete Lyapunov functional, a switching rule for the robust mean square stability for the uncertain stochastic discrete timedelay system is designed via linear matrix inequalities. Finally, some examples are exploited to illustrate the effectiveness of the proposed schemes. Key–Words: Robust mean square stability, Discrete-time stochastic hybrid systems, Interval time-varying delays, Lyapunov functional, Linear matrix inequalities.