Delay-dependent output feedback stabilisation of Markovian jump system with time-delay

This work deals with the stabilisation problem of a Markovian jump system with time-delay. Based on the application of the descriptor model transformation and a recent result on bounding of cross products of vectors, a new delay-dependent stabilisation condition using a dynamic output feedback controller is formulated in terms of matrix inequalities. A numerical algorithm is developed to construct a full-order output feedback controller guaranteeing a suboptimal maximal delay such that the system can be stochastically stabilised. In addition, the errors of the paper by Boukas et al. (IEE Proc.-Control Theory Appl., 2002, 149, (5), 379-386) are highlighted.