H∞-Control for Linear Time-Delay Systems with Markovian Jumping Parameters

K. Benjelloun, E. K. Boukas and O. L. V. Costa
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K. Benjelloun: École Polytechnique de Montréal
E. K. Boukas: École Polytechnique de Montréal
O. L. V. Costa: University of Sao Paulo

Journal of Optimization Theory and Applications, 2000, vol. 105, issue 1, No 5, 73-95

Abstract: Abstract This paper deals with the robust H∞-control problem for uncertain continuous-time linear time-delay systems with Markovian jumping parameters. Based on Lyapunov functional approach, a sufficient condition that assures the robust stochastic stabilizability and preserves the H∞-disturbance attenuation for the uncertain class of linear time-delay systems with Markovian jumping parameters is established. The uncertainties considered in this paper are of the norm-bounded type. A numerical example is given to demonstrate the usefulness of the results.

Keywords: Markovian jumping parameters; stochastic control; time-delay systems; Riccati equations; linear matrix inequalities; H∞-control problems; robustness (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (4)

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DOI: 10.1023/A:1004661928043

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