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A Guaranteed Cost Approach to Dynamic Output Feedback Control for Neutral-Type Markovian Jumping Stochastic Systems

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Abstract

This paper is devoted to investigating the dynamic output feedback (DOF) control problem of Markovian jump neutral-type stochastic systems with a guaranteed cost function. Both of the state and measurement equations contain time delays. Mode-dependent DOF controllers are first designed such that the closed-loop system is asymptotically stable in mean-square and an adequate performance level of this system is guaranteed. Then, sufficient conditions for the solvability of this problem are derived in the form of linear matrix inequalities (LMIs). A numerical example is presented to reveal the effectiveness of our findings.

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Correspondence to Yanbo Li.

Additional information

This research was supported by the National Natural Science Foundation of China under Grant Nos. 61703226 and 71961002, and Startup Project of Doctor Scientific Research of Guangxi University of Finance and Economics BS 2019002.

This paper was recommended for publication by Editor SUN Jian.

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Li, Y., Kao, B., Xie, J. et al. A Guaranteed Cost Approach to Dynamic Output Feedback Control for Neutral-Type Markovian Jumping Stochastic Systems. J Syst Sci Complex 34, 1487–1500 (2021). https://doi.org/10.1007/s11424-020-9145-5

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  • DOI: https://doi.org/10.1007/s11424-020-9145-5

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