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Delay-dependent stability and output feedback stabilisation of Markov jump system with time-delay

Delay-dependent stability and output feedback stabilisation of Markov jump system with time-delay

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The stochastic stability and stabilisation problems of the Markov jump system (MJS) with time-delay under dynamical output feedback control law is considered. LMI-based sufficient conditions are established for the system to be stochastic stable and exponentially stable. A sufficient and necessary condition for the MJS to be stabilisable in the mean square quadratic stable sense, which implies the stochastic stability of the system, is established. An LMI-based control design method is proposed and a numerical example is included to show the usefulness of the theoretic results.

Inspec keywords: asymptotic stability; Markov processes; linear matrix inequalities; stochastic systems; feedback; delay systems; control system synthesis; stability criteria

Other keywords: LMI-based sufficient conditions; delay-dependent stability; stochastic stability; sufficient necessary condition; output feedback stabilisation; exponential stability; dynamical output feedback control law; LMI-based control design method; time-delay; stochastic dynamic systems; numerical example; Markov jump system; mean square quadratic stability

Subjects: Markov processes; Algebra; Time-varying control systems; Stability in control theory; Control system analysis and synthesis methods

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