Exponential Stability in Mean-Square of Markovian Jump Stochastic Bilinear Systems with Saturating Actuators and Time-Varying Delay

A memoryless feedback controller is proposed for stochastic bilinear systems with saturating actuators, in which the constraint and the time delay in the input control are taken into account. Based on Lyapunov-Krasovskii theory, a sufficient condition is derived for exponential stability in mean-square of Markovian jump stochastic bilinear systems with saturating actuators and time-varying delay using enlargement of matrix inequality. A numerical example shows that the approach is effective and feasible.