Delayed-state-feedback exponential stabilization of stochastic Markovian jump systems with mode-dependent time-varying state delays

作者：Ma Li^*; Da Fei Peng; Wu Ling Yao

来源：Acta Automatica Sinica, 2010, 36(11): 1601-1610.

DOI：10.3724/SP.J.1004.2010.01601

• Decay rate
• Exponential stability
• Exponential stabilization
• Lyapunov-Krasovskii functionals
• Markov Chain
• Markovian jump systems
• Mean-square
• Numerical example
• Positive constant
• Stability condition
• State-feedback controllers
• Theoretical result
• Time-varying delay
• Time-varying state delay
• Upper Bound

In this paper, an improved mean-square exponential stability condition and delayed-state-feedback controller for stochastic Markovian jump systems with mode-dependent time-varying state delays are obtained. First, by constructing a modified Lyapunov-Krasovskii functional, a mean-square exponential stability condition for the above systems is presented in terms of linear matrix inequalities (LMIs). Here, the decay rate can be a finite positive constant in a range and the derivative of time-varying delays is only required to have an upper bound which is not required to be less than 1. Then, based on the proposed stability condition, a delayed-state-feedback controller is designed. Finally, numerical examples are presented to illustrate the effectiveness of the theoretical results.

• 出版日期2010
• 单位东南大学