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Stochastic Output Feedback of Uncertain Time-Delay Systems with Saturating Actuators

Author

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  • E. K. Boukas

    (École Polytechnique de Montréal)

Abstract

This paper deals with the class of uncertain continuous-time linear systems with Markovian jumps, time delay, and saturating actuators. Under norm-bounded uncertainties and based on the Lyapunov method, sufficient conditions on stochastic stability and stochastic stabilizability are developed. A design algorithm for a stabilizing observer-based robust output feedback controller is proposed in terms of the solutions of linear matrix inequalities.

Suggested Citation

  • E. K. Boukas, 2003. "Stochastic Output Feedback of Uncertain Time-Delay Systems with Saturating Actuators," Journal of Optimization Theory and Applications, Springer, vol. 118(2), pages 255-273, August.
    • Handle: RePEc:spr:joptap:v:118:y:2003:i:2:d:10.1023_a:1025443220763
    DOI: 10.1023/A:1025443220763
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