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Robust control of uncertain stochastic Markovian jump systems with mixed time-varying delays

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  • R. Saravanakumar
  • M. Syed Ali
  • H. R. Karimi

Abstract

In this paper, robust H∞ control for a class of uncertain stochastic Markovian jump systems (SMJSs) with interval and distributed time-varying delays is investigated. The jumping parameters are modelled as a continuous-time, finite-state Markov chain. By employing the Lyapunov-Krasovskii functional and stochastic analysis theory, some novel sufficient conditions in terms of linear matrix inequalities are derived to guarantee the mean-square asymptotic stability of the equilibrium point. Numerical simulations are given to demonstrate the effectiveness and superiority of the proposed method comparing with some existing results.

Suggested Citation

  • R. Saravanakumar & M. Syed Ali & H. R. Karimi, 2017. "Robust control of uncertain stochastic Markovian jump systems with mixed time-varying delays," International Journal of Systems Science, Taylor & Francis Journals, vol. 48(4), pages 862-872, March.
    • Handle: RePEc:taf:tsysxx:v:48:y:2017:i:4:p:862-872
    DOI: 10.1080/00207721.2016.1218092
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    References listed on IDEAS

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    1. R. Sakthivel & R. Raja & S. M. Anthoni, 2011. "Exponential Stability for Delayed Stochastic Bidirectional Associative Memory Neural Networks with Markovian Jumping and Impulses," Journal of Optimization Theory and Applications, Springer, vol. 150(1), pages 166-187, July.
    2. Karimi, Hamid Reza & Zapateiro, Mauricio & Luo, Ningsu, 2009. "Stability analysis and control synthesis of neutral systems with time-varying delays and nonlinear uncertainties," Chaos, Solitons & Fractals, Elsevier, vol. 42(1), pages 595-603.
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    Cited by:

    1. Bin Yang & Xin Wang & Yongju Zhang & Yuhua Xu & Wuneng Zhou, 2019. "Finite-Time Synchronization and Synchronization Dynamics Analysis for Two Classes of Markovian Switching Multiweighted Complex Networks from Synchronization Control Rule Viewpoint," Complexity, Hindawi, vol. 2019, pages 1-17, March.
    2. Zhuang, Guangming & Xu, Shengyuan & Xia, Jianwei & Ma, Qian & Zhang, Zhengqiang, 2019. "Non-fragile delay feedback control for neutral stochastic Markovian jump systems with time-varying delays," Applied Mathematics and Computation, Elsevier, vol. 355(C), pages 21-32.
    3. Luo, Yiping & Yao, Yuejie & Cheng, Zifeng & Xiao, Xing & Liu, Hanyu, 2021. "Event-triggered control for coupled reaction–diffusion complex network systems with finite-time synchronization," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
    4. Wu, Kai-Ning & Na, Ming-Ye & Wang, Liming & Ding, Xiaohua & Wu, Boying, 2019. "Finite-time stability of impulsive reaction-diffusion systems with and without time delay," Applied Mathematics and Computation, Elsevier, vol. 363(C), pages 1-1.
    5. Bin Yang & Xin Wang & Jian-an Fang & Yuhua Xu, 2019. "The Impact of Coupling Function on Finite-Time Synchronization Dynamics of Multi-Weighted Complex Networks with Switching Topology," Complexity, Hindawi, vol. 2019, pages 1-15, March.
    6. Zeng, Deqiang & Pu, Zhilin & Zhang, Ruimei & Zhong, Shouming & Liu, Yajuan & Wu, Guo-Cheng, 2019. "Stochastic reliable synchronization for coupled Markovian reaction–diffusion neural networks with actuator failures and generalized switching policies," Applied Mathematics and Computation, Elsevier, vol. 357(C), pages 88-106.

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