Some preliminary results on strict bounded real lemma for time-varying continuous linear systems are proposed, where uncertainty in initial conditions, terminal cost and extreme of the cost function are dealt with exp...Some preliminary results on strict bounded real lemma for time-varying continuous linear systems are proposed, where uncertainty in initial conditions, terminal cost and extreme of the cost function are dealt with explicitly. Based on these results, a new recursive approach is proposed in the necessity proof of strict bounded real lemma for generalized linear system with finite discrete jumps.展开更多
This paper derives the bounded real lemmas corresponding to L∞norm and H∞norm(L-BR and H-BR) of fractional order systems. The lemmas reduce the original computations of norms into linear matrix inequality(LMI) probl...This paper derives the bounded real lemmas corresponding to L∞norm and H∞norm(L-BR and H-BR) of fractional order systems. The lemmas reduce the original computations of norms into linear matrix inequality(LMI) problems, which can be performed in a computationally efficient fashion. This convex relaxation is enlightened from the generalized Kalman-YakubovichPopov(KYP) lemma and brings no conservatism to the L-BR. Meanwhile, an H-BR is developed similarly but with some conservatism.However, it can test the system stability automatically in addition to the norm computation, which is of fundamental importance for system analysis. From this advantage, we further address the synthesis problem of H∞control for fractional order systems in the form of LMI. Three illustrative examples are given to show the effectiveness of our methods.展开更多
In this paper, a stochastic H2/H∞ control problem is investigated for Poisson jumpdiffusion systems with Markovian switching, which are driven by a Brownian motion and a Poisson random measure with the system paramet...In this paper, a stochastic H2/H∞ control problem is investigated for Poisson jumpdiffusion systems with Markovian switching, which are driven by a Brownian motion and a Poisson random measure with the system parameters modulated by a continuous-time finite-state Markov chain.A stochastic jump bounded real lemma is proved, which reveals that the norm of the perturbation operator below a given threshold is equivalent to the existence of a global solution to a parameterized system of Riccati type differential equations. This result enables the authors to obtain sufficient and necessary conditions for the existence of H2/H∞ control in terms of two sets of interconnected systems of Riccati type differential equations.展开更多
基金This work was supported by the National Natural Science Foundation of China (No. 60274058).
文摘Some preliminary results on strict bounded real lemma for time-varying continuous linear systems are proposed, where uncertainty in initial conditions, terminal cost and extreme of the cost function are dealt with explicitly. Based on these results, a new recursive approach is proposed in the necessity proof of strict bounded real lemma for generalized linear system with finite discrete jumps.
基金supported by National Natural Science Foundation of China(Nos.61004017 and 60974103)
文摘This paper derives the bounded real lemmas corresponding to L∞norm and H∞norm(L-BR and H-BR) of fractional order systems. The lemmas reduce the original computations of norms into linear matrix inequality(LMI) problems, which can be performed in a computationally efficient fashion. This convex relaxation is enlightened from the generalized Kalman-YakubovichPopov(KYP) lemma and brings no conservatism to the L-BR. Meanwhile, an H-BR is developed similarly but with some conservatism.However, it can test the system stability automatically in addition to the norm computation, which is of fundamental importance for system analysis. From this advantage, we further address the synthesis problem of H∞control for fractional order systems in the form of LMI. Three illustrative examples are given to show the effectiveness of our methods.
基金supported by the National Natural Science Foundation of China under Grant No. 11871121the Natural Science Foundation of Zhejiang Province for Distinguished Young Scholar under Grant No.LR15A010001。
文摘In this paper, a stochastic H2/H∞ control problem is investigated for Poisson jumpdiffusion systems with Markovian switching, which are driven by a Brownian motion and a Poisson random measure with the system parameters modulated by a continuous-time finite-state Markov chain.A stochastic jump bounded real lemma is proved, which reveals that the norm of the perturbation operator below a given threshold is equivalent to the existence of a global solution to a parameterized system of Riccati type differential equations. This result enables the authors to obtain sufficient and necessary conditions for the existence of H2/H∞ control in terms of two sets of interconnected systems of Riccati type differential equations.
