Optimal guaranteed cost control of a class of discrete-time nonlinear systems with Markovian switching and mode-dependent mixed time delays

Abstract

The guaranteed cost control problem is investigated for a class of nonlinear discrete-time systems with Markovian jumping parameters and mixed time delays. The mixed time delays involved consist of both the mode-dependent discrete delay and the distributed delay with mode-dependent lower bound. The associated cost function is of a quadratic summation form over the infinite horizon. The nonlinear functions are assumed to satisfy sector-bounded conditions. By introducing new Lyapunov-Krasovskii functionals and developing some new analysis techniques, sufficient conditions for the existence of guaranteed cost controllers are derived with respect to the given cost function. Moreover, a convex optimization approach is applied to search for the optimal guaranteed cost controller by minimizing the guaranteed cost of the closed-loop system. Numerical simulation is further carried out to demonstrate the effectiveness of the proposed methods.