On stability and stabilisation for uncertain stochastic systems with time-delay and actuator saturation

  • Authors:
  • Ting Shi;Hongye Su;Jian Chu

  • Affiliations:
  • State Key Laboratory of Industrial Control Technology, Institute of Cyber-Systems and Control, Zhejiang University, Yuquan Campus, Hangzhou, 310027 P.R. China;State Key Laboratory of Industrial Control Technology, Institute of Cyber-Systems and Control, Zhejiang University, Yuquan Campus, Hangzhou, 310027 P.R. China;State Key Laboratory of Industrial Control Technology, Institute of Cyber-Systems and Control, Zhejiang University, Yuquan Campus, Hangzhou, 310027 P.R. China

  • Venue:
  • International Journal of Systems Science
  • Year:
  • 2010

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Abstract

This article concerns the stability analysis and design for uncertain stochastic systems with time-varying delays in state and actuator saturation. The parameter uncertainties belong to a convex polytopic set, and the delays are time varying. A sufficient condition is obtained in terms of a priori designed feedback matrix for determining if a given set is in inside the domain of attraction. Using the linear matrix inequality (LMI) approach, an estimate of the domain of attraction is presented. The problem of designing a state feedback controller such that the domain of attraction is enlarged is formulated through solving an optimisation problem with LMI constraints. A numerical example is given to illustrate the effectiveness of the proposed results.