\(H_\infty\)-control for linear time-delay systems with Markovian jumping parameters

DOI10.1023/A:1004661928043zbMath0971.93027OpenAlexW2283656494MaRDI QIDQ1579633

El-Kébir Boukas, Khalid Benjelloun, Oswaldo L. V. Costa

Publication date: 16 October 2001

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1004661928043

zbMATH Keywords

robustnesslinear matrix inequalitiesstochastic controltime-delay systemsRiccati equationsMarkovian jumping parameters\(H_\infty \)-control problems

Mathematics Subject Classification ID

Linear inequalities of matrices (15A39) Control/observation systems governed by functional-differential equations (93C23) (H^infty)-control (93B36) Adaptive or robust stabilization (93D21)

Related Items (9)

Stochastic stability and robust control for sampled-data systems with Markovian jump parameters ⋮ Optimal control of stochastic dynamic systems of a random structure with Poisson switches and Markov switching ⋮ Gain-scheduled worst-case control on nonlinear stochastic systems subject to actuator saturation and unknown information ⋮ Delay-dependent robust stabilization and \(H_{\infty }\) control for nonlinear stochastic systems with Markovian jump parameters and interval time-varying delays ⋮ Zero-Hopf bifurcation analysis in delayed differential equations with two delays ⋮ Robust exponential stability of stochastically nonlinear jump systems with mixed time delays ⋮ \(H_\infty\)-control for linear time-delay systems with Markovian jumping parameters ⋮ Stabilization of stochastic singular nonlinear hybrid systems ⋮ Robust \(\mathcal H_\infty\) stabilization of stochastic hybrid systems with Wiener process

Cites Work

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• Linear minimum mean square error estimation for discrete-time Markovian jump linear systems
• Mean Square Stochastic Stability Of Linear Time-delay System With Markovian Jumping Parameters
• Conditions for nonnegativeness of partitioned matrices

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