Mean square exponential stability of uncertain linear impulsive stochastic systems with Markovian switching

This paper considers mean square exponential stability of uncertain linear impulsive systems with Markovian switching. By employing the method of time-varying Lyapunov functions, some new sufficient conditions for mean square exponential stability are established. The new stability conditions depend on both on the lower bound and the upper bound of impulse intervals. Numerical examples are provided to show the effectiveness of the proposed method.