Delay-dependent stabilization for delay stochastic differential systems with Markov jumping parameters based on SLQ controllers

Author

Fan, Li Ying ; Liu, Hong Liang ; Duan, Guang Ren ; Feng, Wu Jun

Author_Institution

Dept. of Appl. Math., Harbin Univ. of Sci. & Technol., Harbin, China

fYear

2010

Firstpage

1528

Lastpage

1532

Abstract

This paper is based on the stochastic linear quadratic (SLQ) control problem. The robustness of stabilizability of optimal controller for time-delay stochastic differential systems with Markov jumping parameters is investigated. Stochastic Lyapunov-Krasovskii functional, stochastic analysis, Ito formula, Schur complement and slack matrices are employed to analyze the exponential stability in mean square for stochastic delay differential systems with Markov jumping parameters. The delay-dependent algebraic criteria are given in linear matrix inequalities (LMIs).

Keywords

Lyapunov methods; Markov processes; asymptotic stability; delay systems; linear matrix inequalities; linear quadratic control; stochastic systems; Ito formula; LMI; Markov jumping parameter; SLQ controller; Schur complement; delay stochastic differential system; delay-dependent algebraic criteria; delay-dependent stabilization; exponential stability; linear matrix inequalities; mean square; optimal controller; slack matrices; stochastic Lyapunov-Krasovskii functional; stochastic linear quadratic control; time-delay system; Bismuth; Control systems; Delay; Indium tin oxide; Integrated circuits; Markov processes; Stability analysis; Markov jumping parameters; exponential stability in mean square; linear matrix inequality; stochastic linear quadratic (SLQ) control; time-delay stochastic differential systems;

fLanguage

English

Publisher

ieee

Conference_Titel

Intelligent Control and Automation (WCICA), 2010 8th World Congress on

Conference_Location

Jinan

Print_ISBN

978-1-4244-6712-9

Type

conf

DOI

10.1109/WCICA.2010.5554133

Filename

5554133