Robust Stability of a Class of Markovian Jump Nonlinear Systems

This paper addresses the problem of robust stability bility analysis for a class of Markovian jump nonlinear systems subject to polytopic-type parameter uncertainty. A condition for robust local exponential mean square stability in terms of linear matrix inequalities is developed. An estimate of a robust domain of attraction of the origin is also provided. The approach is based on a stochastic Lyapunov function with polynomial dependence on the system state and uncertain parameters. A numerical example illustrates the proposed result.