|
LINEAR DISCRETE-TIME SYSTEMS WITH MARKOVIAN JUMPS AND MODE DEPENDENT TIME-DELAY: STABILITY AND STABILIZABILITY
E. K. Boukas* Peng Shi** Mehmet Karan***
C. Yalçin Kaya****
* École Polytechnique de Montréal, Mechanical Engineering
Département, P.O. Box 6079, Station, “centre-ville”, Montréal,
Québec, H3C 3A7, Canada, Prof. Boukas he is also with
GERAD, Email: boukas@meca.polymtl.ca
** He was with the University of South Australia. Now, he is with
Land Operations Division, Defence Science and Technology
Organisation, PO Box 1500, Edinburgh, SA 5111, Australia.
Email: peng.shi@dsto.defence.gov.au
*** Boeing Australia Limited, Current address: The Boeing
Company, P.O. Box 3707, Mail Stop: 8A-48, Seattle WA
98124-2207 USA.
Email: Mehmet.Karan@ieee.org
**** School of Mathematics, University of South Australia,
Mawson Lakes, SA 5095, Australia. Email:
yalcin.kaya@unisa.edu.au
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 theoretic results.
Keywords: Hybrid, linear systems, Markov models, stability, stabilizability, time-delay
Session slot T-Th-M10: Control of Systems with Markov Jump Parameters/Area code 3d : Stochastic Systems
 |
