Delay-dependent stabilization for delayed Markovian jump systems subject to input saturation

This paper is concerned with the delay-dependent stabilization for continuous-time Markovian jump systems with input saturation and time-varying delays. Both state-feedback and output-feedback stabilization problems are addressed. The purpose is to design mode-dependent state-feedback and output-feedback controllers such that the resulting closed-loop system is globally stochastically stable. By using a mode-dependent Lyapunov functional together with an inequality corresponding to the saturation function, LMI-based delay-dependent conditions for the solvability of the two problems are obtained. When these LMIs are feasible, a design procedure for desired controllers is developed.