Reliable dissipative control for uncertain time-delayed stochastic systems with Markovian jump switching and multiplicative noise

Abstract

This paper considers the robust reliable dissipative control problem for a class of hybrid systems, which includes stochastics, Markovian jumping, state time delay, parameter uncertainty, possible actuator failure, multiplicative noises and impulsive effects. We propose a linear feedback memoryless controller and impulsive controller such that the hybrid system is stochastically stable and strictly (Q, S, R) dissipative, which include H∞ performance as a special case, for all the admissible uncertainties and actuator failures occurring among a prescribed subset of actuators. Based on Itô's differential formula and Lyapunov stability theory, sufficient conditions are obtained in terms of linear matrix inequalities. A numerical example is constructed to show the effectiveness of the controller designed in this paper. Copyright © 2011 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society