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Stability and \(\mathcal H_\infty\) performance analysis for Markovian jump systems with time-varying delays. (English) Zbl 1395.93565

Summary: This paper is concerned with the problem of stability and \(\mathcal H_\infty\) performance analysis for Markovian jump systems with time-varying delays. By constructing a newly augmented Lyapunov-Krasovskii functional and utilizing some novel techniques which have not been proposed yet, a delay-dependent stability criterion with the framework of linear matrix inequalities (LMIs) is introduced in Theorem 1. Based on the result of Theorem 1, an \(\mathcal H_\infty\) performance analysis is conducted in Theorem 2. The effectiveness and superiority of the proposed theorems are illustrated via three numerical examples.

MSC:

93E15 Stochastic stability in control theory
93B36 \(H^\infty\)-control
60J75 Jump processes (MSC2010)
93E11 Filtering in stochastic control theory
93D30 Lyapunov and storage functions
Full Text: DOI

References:

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