15th Triennial World Congress of the International Federation of Automatic Control
  Barcelona, 21–26 July 2002 
ROBUST CONTROL FOR BILINEAR TIME-DELAY STOCHASTIC JUMPING SYSTEMS
Zidong Wang* K. J. Burnham**
* School of Mathematical and Information Sciences, Coventry
University, Coventry CV1 5FB, U.K.
** School of MIS, Coventry University,Coventry CV1 5FB, U.K.

In this paper, we investigate the stochastic stabilization problem for a class of bilinear continuous time-delay uncertain systems with Markovian jumping parameters. Specifically, the stochastic bilinear jump system under study involves unknown state time-delay, parameter uncertainties, and unknown nonlinear deterministic disturbances. The jumping parameters considered here form a continuous-time discrete-state homogeneous Markov process. The whole system may be regarded as a stochastic bilinear hybrid system which includes both time-evolving and event-driven mechanisms. Our attention is focused on the design of a robust state-feedback controller such that, for all admissible uncertainties as well as nonlinear disturbances, the closed-loop system is stochastically exponentially stable in the mean square, independent of the time delay. Sufficient conditions are established to guarantee the existence of desired robust controllers, which are given in terms of the solutions to a set of either linear matrix inequalities (LMIs), or coupled quadratic matrix inequalities.
Keywords: Bilinear systems, Linear Matrix Inequalities, Markovian jump, Stochastic exponential stability, Time-delay, Uncertainty
Session slot T-Th-M10: Control of Systems with Markov Jump Parameters/Area code 3d : Stochastic Systems