 H∞ observer design for stochastic time-delayed systems with Markovian switching under partly known transition rates and actuator saturationWenhai Qi and Xianwen Gao Applied Mathematics and Computation, 2016, vol. 289, issue C, 80-97 Abstract: The paper deals with the problem of H∞ observer design for stochastic time-delayed systems with Markovian switching under partly known transition rates and actuator saturation. Firstly, by use of appropriate Lyapunov function, sufficient conditions for stochastic stability of the closed-loop stochastic time-delayed Markovian switching systems with partly known transition rates and actuator saturation are proposed. Then, H∞ performance of the system considered is analyzed. Based on the obtained results, an observer is constructed such that the closed-loop system is stochastically stable with H∞ performance and the domain of attraction is expanded. All the proposed conditions are derived in the form of linear matrix inequalities (LMIs). Finally, a numerical example is given to demonstrate the validity of the main results. Keywords: Markovian switching; Partly known transition rates; Actuator saturation; Stochastic stability; Linear matrix inequalities (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:289:y:2016:i:c:p:80-97 DOI: 10.1016/j.amc.2016.05.011 Access Statistics for this article Applied Mathematics and Computation is currently edited by Theodore Simos More articles in Applied Mathematics and Computation from Elsevier |
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