H∞ control of Markov jump systems with time-varying delay and incomplete transition probabilities

Lingchun Li, Mouquan Shen, Guangming Zhang and Shen Yan

Applied Mathematics and Computation, 2017, vol. 301, issue C, 95-106

Abstract: This paper addresses the H∞ control of continuous Markov jump systems with interval time-varying delay and incomplete transition probabilities. A linearization method is used to handle unknown transition probabilities. Meanwhile, the Wirtinger-based integral inequality and the reciprocally convex technique are adopted to deal with the time-varying delay. Additionally, a separating technique is employed to tackle the coupling among Lyapunov variable, system matrix and controller parameter. Based on these strategies, new sufficient conditions for the closed-loop system to be stochastically stable are formulated in the framework of linear matrix inequalities. Finally, numerical examples are provided to demonstrate the effectiveness of the proposed method.

Keywords: Markov jump systems; Time-varying delay; Incomplete transition probabilities (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0096300316307615
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:301:y:2017:i:c:p:95-106

DOI: 10.1016/j.amc.2016.12.027

Access Statistics for this article

Applied Mathematics and Computation is currently edited by Theodore Simos

More articles in Applied Mathematics and Computation from Elsevier
Bibliographic data for series maintained by Catherine Liu ().