Linear Discrete-Time Systems with Markovian Jumps and Mode Dependent Time-Delay: Stability and Stabilizability

This paper considers stochastic stability and stochastic stabilizability of linear discrete-time systems with Markovian jumps and mode-dependent time-delays. Linear matrix inequality (LMI) techniques are used to obtain sufficient conditions for the stochastic stability and stochastic stabilizability...

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Bibliographic Details
Published in:Mathematical Problems in Engineering 2002-04, Vol.2002 (2), p.123-133
Main Authors: Boukas, E K, Shi, P, Karan, M, Kaya, C Y
Format: Article
Language:English
Online Access:Get full text
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Summary:This paper considers stochastic stability and stochastic stabilizability of linear discrete-time systems with Markovian jumps and mode-dependent time-delays. Linear matrix inequality (LMI) techniques are used to obtain sufficient conditions for the stochastic stability and stochastic stabilizability of this class of systems. A control design algorithm is also provided. A numerical example is given to demonstrate the effectiveness of the obtained theoretical results.
ISSN:1024-123X
DOI:10.1080/10241230212910