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Delay-dependent passive control for stochastic differential systems with Markov switching and time delay

  • Hongliang Liu*
  • , Guang Ren Duan
  • , Tao Wang
  • *Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

The problem of passive analysis and control for stochastic differential systems with Markov switching and time delayis investigated. A new conception of passivityis presented, and the condition for delay-dependent passiveness of such stochastic systems is obtained by constructing a new type of Lyapunov-Krasovskii function, employing model transformation and Newton-Leibniz equality and slack matrix technique. Based on this condition, delay-dependent passive controllers for such stochastic systems are presented. The proposed results are formulated in terms of linear matrix inequalities (LMIs), which can be efficientlysolved bystandard convex optimization algorithms. And, a numerical example shows the effectiveness of the proposed method.

Original languageEnglish
Title of host publicationProceedings of the 29th Chinese Control Conference, CCC'10
Pages1138-1143
Number of pages6
StatePublished - 2010
Event29th Chinese Control Conference, CCC'10 - Beijing, China
Duration: 29 Jul 201031 Jul 2010

Publication series

NameProceedings of the 29th Chinese Control Conference, CCC'10

Conference

Conference29th Chinese Control Conference, CCC'10
Country/TerritoryChina
CityBeijing
Period29/07/1031/07/10

Keywords

  • Delay-dependence
  • Linear matrix inequality (LMI)
  • Markov switching
  • Passivity
  • Stochastic differential systems

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