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Title: | On stabilization of bilinear uncertain time-delay stochastic systems with Markovian jumping parameters |
Authors: | Wang, Z Qiao, H Burnham, KJ |
Keywords: | Bilinear systems;Stochastic exponential stability;Time-delay;Uncertainty;Linear matrix inequalities (LMIs);Markovian jump |
Issue Date: | 2002 |
Publisher: | IEEE |
Citation: | Automatic Control, IEEE Transactions on. 47 (4) 640 - 646 |
Abstract: | In this paper, we investigate the stochastic stabilization problem for a class of bilinear continuous time-delay uncertain systems with Markovian jumping parameters. Specifically, the stochastic bilinear jump system under study involves unknown state time-delay, parameter uncertainties, and unknown nonlinear deterministic disturbances. The jumping parameters considered here form a continuous-time discrete-state homogeneous Markov process. The whole system may be regarded as a stochastic bilinear hybrid system that includes both time-evolving and event-driven mechanisms. Our attention is focused on the design of a robust state-feedback controller such that, for all admissible uncertainties as well as nonlinear disturbances, the closed-loop system is stochastically exponentially stable in the mean square, independent of the time delay. Sufficient conditions are established to guarantee the existence of desired robust controllers, which are given in terms of the solutions to a set of either linear matrix inequalities (LMIs), or coupled quadratic matrix inequalities. The developed theory is illustrated by numerical simulation |
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URI: | http://bura.brunel.ac.uk/handle/2438/3140 |
ISSN: | 0018-9286 |
Appears in Collections: | Computer Science Dept of Computer Science Research Papers |
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