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The problem of robust guaranteed cost control for a class of uncertain stochastic systems with Markov jump parameters subject to actuator saturation is discussed. The concept of domain of attraction is used to analyze the stochastic stability and a sufficient condition which guarantees the intersection of ellipsoid invariant set under different modes in the domain of attraction is presented. The solvability...
This paper investigates the problems of robust Hinfin control for uncertain neutral stochastic time-delay systems with time-varying norm-bounded parameter uncertainties. The time delay is assumed to be known. Delay-dependent sufficient condition for the existence of state feedback controllers is proposed, which ensure exponentially mean-square stability of the resulting closed-loop system and reduce...
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