Please use this identifier to cite or link to this item: https://doi.org/10.1109/TAC.2003.820165
Title: Guaranteed Cost Control for Uncertain Markovian Jump Systems with Mode-Dependent Time-Delays
Authors: Chen, W.-H.
Xu, J.-X. 
Guan, Z.-H.
Keywords: Guaranteed cost control
Jump linear systems
Linear matrix inequality (LMI)
Norm-bounded uncertainty
Time-delay systems
Issue Date: Dec-2003
Source: Chen, W.-H.,Xu, J.-X.,Guan, Z.-H. (2003-12). Guaranteed Cost Control for Uncertain Markovian Jump Systems with Mode-Dependent Time-Delays. IEEE Transactions on Automatic Control 48 (12) : 2270-2277. ScholarBank@NUS Repository. https://doi.org/10.1109/TAC.2003.820165
Abstract: This note concerns the robust guaranteed cost control problem for a class of continuous-time Markovian jump linear system with norm-bounded uncertainties and mode-dependent time-delays. The problem is to design a memoryless state feedback control law such that the closed-loop system is stochastically stable and the closed-loop cost function value is not more than a specified upper bound for all admissible uncertainties. Based on linear matrix inequality, delay-dependent sufficient conditions for the existence of such controller are derived by using a descriptor model transformation of the system and by applying Moon's inequality for bounding cross terms. Sufficient conditions which depend on the difference between the largest and the smallest time-delays are also presented. Two numerical examples are given for illustration of the proposed theoretical results.
Source Title: IEEE Transactions on Automatic Control
URI: http://scholarbank.nus.edu.sg/handle/10635/56169
ISSN: 00189286
DOI: 10.1109/TAC.2003.820165
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