H_∞ control of Markov jump systems with time-varying delay and incomplete transition probabilities

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• 作者：Lingchun Li^a ; ^b ; ^{lilingchun1985@126.com} ; Mouquan Shen ; ^a ; ^c ; ^{mouquanshen@gmail.com} ; Guangming Zhang^a ; ^{zgmchina@163.com} ; Shen Yan^a ; ^{yanshenzdh@163.com}
• 关键词：Markov jump systems ; Time-varying delay ; Incomplete transition probabilities
• 刊名：Applied Mathematics and Computation
• 出版年：2017
• 出版时间：15 May 2017
• 年：2017
• 卷：301
• 期：Complete
• 页码：95-106
• 全文大小：474 K
• 卷排序：301

文摘

This paper addresses the H∞ control of continuous Markov jump systems with interval time-varying delay and incomplete transition probabilities. A linearization method is used to handle unknown transition probabilities. Meanwhile, the Wirtinger-based integral inequality and the reciprocally convex technique are adopted to deal with the time-varying delay. Additionally, a separating technique is employed to tackle the coupling among Lyapunov variable, system matrix and controller parameter. Based on these strategies, new sufficient conditions for the closed-loop system to be stochastically stable are formulated in the framework of linear matrix inequalities. Finally, numerical examples are provided to demonstrate the effectiveness of the proposed method.