Groupe d’études et de recherche en analyse des décisions

G-2001-61

Linear Discrete-Time Systems with Markovian Jumps and Mode Dependent Time-Delay: Stability and Stabilizability

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This paper considers stochastic stability and stochastic stabilizability of linear discrete-time systems with Markovian jumps and mode-dependent time-delays. Linear matrix inequality (LMI) techniques are used to obtain sufficient conditions for the stochastic stability and stochastic stabilizability of this class of systems. A control design algorithm is also provided. A numerical example is given to demonstrate the effectiveness of the obtained theoretical results.

, 15 pages