Robust stabilisation of uncertain delayed Markovian jump systems and its applications.

This paper is concerned with the robust stabilsation of uncertain delayed Markovian jump systems. Given a Markovian jump system with time delay and Brownian motion simultaneously, we allow the uncertainty added in the form of additive perturbations and existing in the drift and diffusion sections at the same time. A sufficient condition on the mean square stability of system in the face of such disturbances is obtained, which is similar to small-gain theorem. A kind of partially delay-dependent controller stabilising the resulting closed-loop system is firstly designed to relate to the probability distribution of delay, whose key idea is applied to construct a delayed controller with disordering phenomenon. It is seen that the existence conditions established here could be solved easily. Based on the proposed results, some applications on robust synchronisation of uncertain delayed multi-agent systems with Markovian switching are considered. It is shown that the robust synchronisation of such an uncertain multi-agent network could be achieved by a protocol that each controller being partially delay-dependent or disordering could robustly stabilise a given single Markovian jump system. As for these cases, the proposed protocols could be obtained by solving certain algebraic Riccati equations and inequalities, which also involve weighting factors and depend on the eigenvalues of the Laplacian graph.