Extended Dissipative Control for Markovian Jump Time-Delayed Systems with Bounded Disturbances

In this work, the result of reachable set bounding and extended dissipative control synthesis of the Markovian jump time-delayed system is studied subject to stochastic actuator failures and partially known transition probabilities. Specifically, a novel actuator fault model is designed, in which the actuator fault matrix satisfies a certain probabilistic condition. Under the construction of an appropriate Lyapunov–Krasovskii functional (LKF), as well as reciprocal convex approach, Jensen’s integral inequality, and reachable set lemma, delay-dependent sufficient criteria are obtained in terms of linear matrix inequalities (LMIs) for finding an ellipsoid to bound the reachable sets of the Markovian jump time-delayed system with bounded disturbances. Finally, two numerical examples are provided to validate the effectiveness of the proposed strategy.