Stochastic Output Feedback of Uncertain Time-Delay Systems with Saturating Actuators

This paper deals with the class of uncertain continuous-time linear systems with Markovian jumps, time-delay, and saturating actuators. Under norm-bounded uncertainties and based on the Lyapunov method, a sufficient condition on stochastic stability and stochastic stabilizability are developed. A design algorithm for a stabilizing observer-based robust output feedback controller is proposed in terms of the solutions of linear matrix inequalities (LMIs).