An Output Feedback Predictive Control for Stochastic Stabilization of a System With Multiple Fixed State Delays and Multiple Markov Input Delays

This paper studies the stochastic stabilization with an output feedback predictive control for a linear system with multiple fixed state delays and multiple Markov input delays. The two equivalent systems are developed through two steps. The original system is transformed to a system with augmented states in a state delay free form. Then, it is further transformed into a system with a predictive state in an input delay free form. The stochastic stability condition of the equivalent system is shown to be a sufficient condition for the stochastic stability of the original system. The stability condition is given as a set of linear matrix inequalities of which matrix size depends only on the maximum state delay, not on the maximum input delay. Simulation results show that the proposed methods provide similar or better performance than the conventional method while their complexities are much smaller in most cases.