Moment Stability Analysis of Semi-Markov Jump Stochastic Systems: Extended System Method

This paper focuses on the analysis for stability of semi-Markov jump stochastic systems in $p$th moment sense. First of all, the extended system method is constructed, which can transform the analysis of semi-Markov jump stochastic systems in $p$th moment sense into the analysis of the extended systems. With the help of the extended system method, the necessary and sufficient conditions for stability in the even-order moment sense are derived. Finally, several examples are given to illustrate the effectiveness of the results.