Delay-dependent output feedback stabilisation of Markovian jump system with time-delay

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Delay-dependent output feedback stabilisation of Markovian jump system with time-delay

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This paper deals with the stabilisation problem of a Markovian jump system with time-delay. Based on the application of the descriptor model transformation and a recent result on bounding of cross products of vectors, a new delay-dependent stabilisation condition using a dynamic output feedback controller is formulated in terms of matrix inequalities. A numerical algorithm is developed to construct a full-order output feedback controller guaranteeing a suboptimal maximal delay such that the system can be stochastically stabilised. In addition, the errors of the paper by Boukas et al. (IEE Proc.-Control Theory Appl., 2002, 149, (5), 379–386) are highlighted.

Inspec keywords: delay systems; stability; delays; linear matrix inequalities; Markov processes; feedback

Other keywords: matrix inequalities; delay dependent output feedback stability; stochastic stability; Markovian jump system; time delay; descriptor model transformation

Subjects: Markov processes; Distributed parameter control systems; Linear algebra (numerical analysis); Stability in control theory

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