Synthesis of Markovian Jump Time-Delay Systems with Partially Unknown Transition Rates

This paper is concerned with synthesis of continuous-time Markovian jump time-delay systems with incomplete transition rate description. On the basis of a stability criterion formulated for state-and input-delay Markovian jump systems under the assumption of partly known/unknown transition rates, a new design technique by means of Schur complement equivalence and a projection inequality has been developed to design a state feedback controller. All conditions can be readily verified by an efficient algorithm. Finally, an illustrative example is provided to show the effectiveness of the proposed approach.