Output feedback stabilization for delayed large‐scale stochastic systems with markovian jumping parameters

This paper deals with the problem of decentralized output feedback stabilization for a class of large‐scale stochastic time‐delay systems with Markovian jumping parameters. Attention is focused on the design of a decentralized dynamic output feedback controller, which is also with Markovian jumping parameters, such that the closed‐loop system is exponentially mean‐square stable. A sufficient condition for the solvability of this problem is proposed in terms of linear matrix inequalities. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society