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

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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.

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References

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Authors and Affiliations

  1. GERAD and Mechanical Engineering Department, École Polytechnique de Montréal, Montréal, Québec, Canada

    E. K. Boukas (Professor)

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  1. E. K. Boukas
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Boukas, E.K. Control of Stochastic Systems with Time-Varying Multiple Time Delays: LMI Approach. Journal of Optimization Theory and Applications 119, 19–36 (2003). https://doi.org/10.1023/B:JOTA.0000005038.67772.1b

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  • DOI: https://doi.org/10.1023/B:JOTA.0000005038.67772.1b

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