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Journal of Systems Science and Complexity

, Volume 30, Issue 6, pp 1293–1315 | Cite as

H control for nonlinear stochastic Markov systems with time-delay and multiplicative noise

  • Yuhong Wang
  • Zhiteng PanEmail author
  • Yan LiEmail author
  • Weihai ZhangEmail author
Article

Abstract

This paper is concerned with the H control problem for a class of nonlinear stochastic Markov jump systems with time-delay and system state-, control input- and external disturbancedependent noise. Firstly, by solving a set of Hamilton-Jacobi inequalities (HJIs), the exponential mean square H controller design of delayed nonlinear stochastic Markov systems is presented. Secondly, by using fuzzy T-S model approach, the H controller can be designed via solving a set of linear matrix inequalities (LMIs) instead of HJIs. Finally, two numerical examples are provided to show the effectiveness of the proposed design methods.

Keywords

H control Markov jump systems nonlinear stochastic systems time-delay (x, u, v)-dependent noise 

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Copyright information

© Institute of Systems Science, Academy of Mathematics and Systems Science, CAS and Springer-Verlag Berlin Heidelberg 2017

Authors and Affiliations

  1. 1.College of Information and Control EngineeringChina University of Petroleum (East China)QingdaoChina
  2. 2.College of Electrical Engineering and AutomationShandong University of Science and TechnologyQingdaoChina

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