Sampled-data predictive control for uncertain jump systems with partly unknown jump rates and time-varying delay

Abstract

This paper presents a sampled-data predictive control strategy for a class of uncertain continuous-time Markovian jump linear system (MJLS) with time-varying delay. The system under consideration covers MJLS with completely known jump rates and arbitrary switched linear system. The predictive formulation utilizes both off-line and on-line optimization paradigms. The feasibility of the control scheme and the stability of the closed-loop system are investigated by introducing a modified stochastic invariant ellipsoid. The conditions for the existence of a stabilizing optimal controller for the underlying system are obtained via the semi-definite programming (SDP). A numerical example is given to verify efficiency and potential of the developed approach.