PI tracking control for stochastic Markov jump systems with time-delay
随机时滞马尔可夫跳跃系统的比例–积分跟踪控制

Based on the traditional PI control strategy and LMI algorithms, a new controller design scheme is proposed for stochastic Markov jump systems with a time-varying delay and an unknown nonlinear function. Stochastic stability, tracking performance and robust performance are realized in the multi-objective scheme. By using the Lyapunov stability theory and the peak-to-peak measure, we construct the PI tracking controller to guarantee the stochastic stability and the tracking performance of the stochastic systems, optimize the tracking performance, enhance the ability of the disturbance attenuation and improve the robustness of the stochastic systems. Finally, a numerical example is included to show that the proposed method is feasible.