Abstract:

A robust dissipative control problem for a class of Itˆotype
stochastic systems is discussed with Markovian jumping parameters
and time-varying delay. A memoryless state feedback
dissipative controller is developed based on Lyapunov-Krasovskii
functional approach such that the closed-loop system is robustly
stochastically stable and weakly delay-dependent (RSSWDD) and
strictly (Q, S, R)-dissipative. The sufficient condition on the existence
of state feedback dissipative controller is presented by
linear matrix inequality (LMI). And the desired controller can be
concluded as solving a set of LMI. Finally, a numerical example
is provided to demonstrate the effectiveness of the proposed approach.