Observer design for stochastic time-delayed Markovian jump systems with incomplete transition rates and actuator saturation

This paper is concerned with observer design for stochastic time-delayed Markovian jump systems with incomplete transition rates and actuator saturation. By employing mode-dependent Lyapunov-Krasovskii functional, an observer-based feedback controller is designed to guarantee stochastic stability of the corresponding closed-loop saturated system and an estimation of the domain of attraction in the mean square is expanded. The procedure of deriving observer gain matrices is converted into an optimization problem with constraints of a set of linear matrix inequalities. Finally, the vertical take-off and landing helicopter model is given to demonstrate the validity of the main results.