Dynamic Anti-Windup Control Design for Markovian Jump Delayed Systems with Input Saturation

This paper deals with the problem of robust stabilization for Markovian jump delayed systems with partially known transition rates subject to input saturation. The problem we address is the design of dynamic anti-windup compensators, which guarantee that the resulting closed-loop constrained systems are robustly mean-square stable. By employing local sector conditions and an appropriate Lyapunov-Krasovskii function, some sufficient conditions for the solution to this problem are derived in terms of linear matrix inequalities. Finally, a numerical example is provided to demonstrate the effectiveness of proposed method.