Delay‐dependent stability and H∞ control of stochastic time‐delay systems with Markovian jumping parameters |
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| Authors: | Li Ma Fei‐Peng Da Lingyao Wu |
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| Affiliation: | 1. Key Laboratory of Measurement and Control for Complex Systems of Engineering, Ministry of Education, Research Institute of Automation, Southeast University, Nanjing, 210096, China;2. College of Electronic and Information Engineering, Jiangsu University, Zhenjiang, 212013, China |
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| Abstract: | In this paper, the mean‐square exponential stability and H∞ control problems are investigated for a general class of stochastic time‐delay systems with Markovian jumping parameters. First, a delay‐dependent result in terms of linear matrix inequalities (LMIs) for mean‐square exponential stability and H∞ performance analysis is presented by constructing a modified Lyapunov‐Krasovskii functional. The decay rate can be chosen in a range to be a finite positive constant without equation constraint. Then, based on the proposed stability result, we derive sufficient condition to solve the H∞ controller design problem. Finally, numerical examples are provided to illustrate the effectiveness of the theoretical results. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society |
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| Keywords: | Stochastic time‐delay systems Markov chain
H
∞ control linear matrix inequality |
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