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Control of Stochastic Systems with Time-Varying Multiple Time Delays: LMI Approach

Author

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  • E. K. Boukas

    (École Polytechnique de Montréal)

Abstract

This paper deals with the class of continuous-time linear systems with Markovian jumps and multiple time delays. The systems that we are treating are assumed to have time-varying delays in their dynamics which can be different and also have uncertainties in the system parameters. The time-varying structure of the bounded uncertainties is considered. Delay-dependent conditions for stochastic stability and stochastic stabilizability and their robustness are considered. A design algorithm for a stabilizing memoryless controller is proposed. All the results are given in the LMI formalism.

Suggested Citation

  • E. K. Boukas, 2003. "Control of Stochastic Systems with Time-Varying Multiple Time Delays: LMI Approach," Journal of Optimization Theory and Applications, Springer, vol. 119(1), pages 19-36, October.
    • Handle: RePEc:spr:joptap:v:119:y:2003:i:1:d:10.1023_b:jota.0000005038.67772.1b
    DOI: 10.1023/B:JOTA.0000005038.67772.1b
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