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

• DOI: 10.1007/s11424-017-6003-1
• Publication Date: 2017-05-23T05:07:03Z
• Authors: Yuhong Wang; Zhiteng Pan; Yan Li; Weihai Zhang
• Keywords: Multiplicative noise

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.