Groupe d’études et de recherche en analyse des décisions


Control of Stochastic Systems with Time-Varying Multiple Time-Delays: An LMI Approach

This paper deals with the class of continuous-time linear systems with Markovian jumps and multiple time-delays. The systems we are treating are assumed to have time-varying delays in their dynamics that can be different and also have uncertainties in the systems parameters. The time-varying structure bounded uncertainties are considered. Delay-dependent conditions for stochastic stability and stochastic stabilizability and their robustness are considered. A design algorithm for a stabilizing memoryless controller is proposed. All the results are given in the LMI formalism.

, 17 pages