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G-2002-35

Stochastic Output Feedback of Uncertain Time-Delay Systems with Saturating Actuators

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This paper deals with the class of uncertain continuous-time linear systems with Markovian jumps, time-delay, and saturating actuators. Under norm-bounded uncertainties and based on the Lyapunov method, a sufficient condition on stochastic stability and stochastic stabilizability are developed. A design algorithm for a stabilizing observer-based robust output feedback controller is proposed in terms of the solutions of linear matrix inequalities (LMIs).

, 16 pages