Control of Stochastic Systems with Time-Varying Multiple Time Delays: LMI Approach

E. K. Boukas
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E. K. Boukas: École Polytechnique de Montréal

Journal of Optimization Theory and Applications, 2003, vol. 119, issue 1, No 2, 19-36

Abstract: Abstract This paper deals with the class of continuous-time linear systems with Markovian jumps and multiple time delays. The systems that we are treating are assumed to have time-varying delays in their dynamics which can be different and also have uncertainties in the system parameters. The time-varying structure of the bounded uncertainties is considered. Delay-dependent conditions for stochastic stability and stochastic stabilizability and their robustness are considered. A design algorithm for a stabilizing memoryless controller is proposed. All the results are given in the LMI formalism.

Keywords: Jump linear systems; linear matrix inequalities; stochastic stability; stochastic stabilizability; norm bounded uncertainties (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1023/B:JOTA.0000005038.67772.1b

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