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Stochastic output feedback of uncertain time-delay systems with saturating actuators. (English) Zbl 1045.93039

Summary: This paper deals with the class of uncertain continuous-time linear systems with Markovian jumps, time delay, and saturating actuators. Under norm-bounded uncertainties and based on the Lyapunov method, sufficient conditions on stochastic stability and stochastic stabilizability are developed. A design algorithm for a stabilizing observer-based robust output feedback controller is proposed in terms of the solutions of linear matrix inequalities.

MSC:

93D15 Stabilization of systems by feedback
93D05 Lyapunov and other classical stabilities (Lagrange, Poisson, \(L^p, l^p\), etc.) in control theory
93E15 Stochastic stability in control theory
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