Delay-dependent guaranteed cost control for uncertain discrete-time Markovian jump linear systems with mode-dependent time-delays

WANG Chang-hong¹, YAO Xiu-ming²

1.Space Control and Inertia Technology Research Center,Harbin Institute of Technology,Harbin 150001,China;2.Dept. of Automation,North China Electric Power University,Baoding 071003,China



Abstract:

In this paper,the problem of guaranteed cost control for a class of uncertain discrete-time Markovian jump linear systems with mode-dependent time-delays and a given quadratic cost function are investigated. Attention is focused on designing a memoryless state feedback control law such that the closed-loop system is robust stochastically stable and the closed-loop cost function value is not more than a specified upper bound,for all admissible uncertainties. The key features of the approach include the introduction of a new type of suitable stochastic Lyapunov functional and free weighting matrices techniques. Sufficient conditions for the existence of such controller are obtained in terms of a set of linear matrix inequalities. A numerical example is given to illustrate the less conservatism of the proposed techniques.

Key words:  guaranteed cost control  Markovian jump linear systems  time-delay  linear matrix inqualities(LMIs).

DOI£º10.11916/j.issn.1005-9113.2010.03.012

Clc Number:O211.62

Fund: