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Stabilisation and control of neutral stochastic delay Markovian jump systems

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Listed:
  • Weimin Chen
  • Qian Ma
  • Lanning Wang
  • Huiling Xu

Abstract

This paper investigates the exponential stabilisation and H∞ control problem of neutral stochastic delay Markovian jump systems. First, a delay feedback controller is designed to stabilise the neutral stochastic delay Markovian jump system in the drift part. Second, sufficient conditions for the existence of feedback controller are proposed to ensure that the resulting closed-loop system is exponentially stable in mean square and satisfies a prescribed H∞ performance level. Finally, numerical examples are provided to show the effectiveness of the proposed design methods.

Suggested Citation

  • Weimin Chen & Qian Ma & Lanning Wang & Huiling Xu, 2018. "Stabilisation and control of neutral stochastic delay Markovian jump systems," International Journal of Systems Science, Taylor & Francis Journals, vol. 49(1), pages 58-67, January.
    • Handle: RePEc:taf:tsysxx:v:49:y:2018:i:1:p:58-67
    DOI: 10.1080/00207721.2017.1390703
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    References listed on IDEAS

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    1. Bao, Jianhai & Hou, Zhenting & Yuan, Chenggui, 2009. "Stability in distribution of neutral stochastic differential delay equations with Markovian switching," Statistics & Probability Letters, Elsevier, vol. 79(15), pages 1663-1673, August.
    2. Mao, Xuerong & Shen, Yi & Yuan, Chenggui, 2008. "Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching," Stochastic Processes and their Applications, Elsevier, vol. 118(8), pages 1385-1406, August.
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    Cited by:

    1. Chen, Wenbin & Gao, Fang & She, Jinhua & Xia, Weifeng, 2020. "Further results on delay-dependent stability for neutral singular systems via state decomposition method," Chaos, Solitons & Fractals, Elsevier, vol. 141(C).

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