Stochastic stabilizability and \(H_\infty\) control for discrete-time jump linear systems with time delay (Q5926853): Difference between revisions

Using the stochastic Lyapunov function and linear matrix inequality approaches, the authors study the stochastic stability, stabilizability, and \(H_\infty\) disturbance attenuation for multidimensional discrete-time linear time-delay systems with Markovian jumping parameters of the form \[ \begin{aligned} x_{k+1}&=A_1(r_k)x_k+A_2(r_k)x_{k-d}+B_1(r_k)u_k+B_2(r_k)w_k,\\ z_k&=C_1(r_k)x_k+C_2(r_k)x_{k-d}+D_1(r_k)u_k+D_2(r_k)w_k, \quad k=0,\ldots,N\leq\infty,\\ x_i&=\psi_i,\;i=-d,\ldots,0,\quad r(0)=r_0.\end{aligned} \] Here \(\{r_k\}\) is a discrete time and state Markov chain, \(A_i(r_k)\), \(B_i(r_k)\), \(C_i(r_k)\), \(D_i(r_k)\), \(i=1,2\), are appropriately dimensioned matrix-valued functions of \(r_k\). Sufficient conditions for stochastic stabilizability and \(\gamma\)-disturbance attenuation are presented in terms of coupled linear matrix inequalities. All results obtained are independent of the size of the delay time. They can be extended to jump linear systems with multiple time delays. Illustrating numerical examples are also given.