Robust non-fragile guaranteed cost control for singular Markovian jump time-delay systems

Abstract

This paper deals with the problem of robust non-fragile guaranteed cost control for a class of uncertain singular Markovian jump systems with time-varying delays. The time-varying and norm-bounded parameter uncertainties exist in both the state matrix and the derivative matrix. A non-fragile proportional-derivative state feedback controller is designed to guarantee the closed-loop singular Markovian jump system is normal and robustly stochastically stable. By proposing an optimization strategy in the framework of linear matrix inequalities, the upper bound of the cost function can be minimized. Finally, a numerical example is given to demonstrate the effectiveness of the results.