RELIABLE DISSIPATIVE CONTROL FOR UNCERTAIN TIME-DELAYED STOCHASTIC SYSTEMS WITH MARKOVIAN JUMP SWITCHING AND MULTIPLICATIVE NOISE

This paper considers the robust reliable dissipative control problem for a class of hybrid systems, which includes stochastics, Markovian jumping, state time delay, parameter uncertainty, possible actuator failure, multiplicative noises and impulsive effects. We propose a linear feedback memoryless controller and impulsive controller such that the hybrid system is stochastically stable and strictly (Q, S, R) dissipative, which include H(infinity) performance as a special case, for all the admissible uncertainties and actuator failures occurring among a prescribed subset of actuators. Based on Ito's differential formula and Lyapunov stability theory, sufficient conditions are obtained in terms of linear matrix inequalities. A numerical example is constructed to show the effectiveness of the controller designed in this paper.