Controller design for stochastic Markovian switching systems with time-varying delay and actuator saturation

The paper deals with controller design for stochastic Markovian switching systems with time-varying delay and actuator saturation by implying a new criterion for the domain of attraction firstly. By constructing more appropriate Lyapunov–Krasovskii functional, some new conditions for verifying stochastic stability of the plant are established. Then, the state feedback controller is designed to expand the domain of attraction of the corresponding closed-loop system. The procedure of deriving controller gain matrices is converted into an optimisation problem with constraints of a set of linear matrix inequalities. The mathematical model of RLC series circuit illustrates the validity of the obtained results.