On Optimal Fault Detection for Discrete-time Markovian Jump Linear Systems

这份报纸为分离时间的 Markovian 处理差错察觉的问题跳线性系统(MJLS ) 。把一个基于观察员的差错察觉过滤器(FDF ) 用作一个剩余发电机， FDF 的设计为最大化随机的 H/H 或 H/H 表演索引作为一个优化问题被提出。在一个操作符优化方法的帮助下，一个统一最佳的解决方案能被解决 a coupled Riccati 方程导出，这被显示出。数字例子被给显示出建议方法的有效性。

Distributed Model Predictive Control with Actuator Saturation for Markovian Jump Linear System

This paper is concerned with the distributed model predictive control(MPC) problem for a class of discrete-time Markovian jump linear systems(MJLSs) subject to actuator saturation and polytopic uncertainty in system matrices. The global system is decomposed into several subsystems which coordinate with each other. A set of distributed controllers is designed by solving a min-max optimization problem in terms of the solutions of linear matrix inequalities(LMIs). An iterative algorithm is developed to achieve the online computation. Finally,a simulation example is employed to show the effectiveness of the proposed algorithm.

非线性广义时滞Markov跳变系统的H_(∞)滑模控制

研究了一类转移速率部分未知的广义时滞Markov跳变系统的H_(∞)滑模控制问题.首先,对广义时滞Markov跳变系统设计了积分型滑模面,并求出对应的等效控制器.之后,构建Lyapunov泛函,通过线性矩阵不等式方法得到闭环系统随机容许且满足H_(∞)性能γ的充分条件,运用加减项方法以及引入自由权矩阵,使得到的结果降低了保守性;对滑模力学分析,设计了滑模控制器,使得系统能在有限时间内到达滑模面上.最后,通过数值算例与仿真验证了理论的可行性.

Exponential passive filtering for a class of nonlinear jump systems

The exponential passive filtering problem for a class of nonlinear Markov jump systems with uncertainties and time-delays is studied. The uncertain parameters are assumed unknown but norm bounded, and the nonlinearities satisfy the quadratic condition. Based on the passive filtering theory, the sufficient condition for the existence of the mode-dependent passive filter is given by analyzing the reconstructed observer system. By using the appropriate Lyapnnov-Krasovskii function and applying linear matrix inequalities, the design scheme of the passive filter is derived and described as an optimization one. The presented exponential passive filter makes the error dynamic systems exponentially stochastically stable for all the admissible uncertainties, time-delays and nonlinearities, has the better abilities of state tracking and satisfies the given passive norm index. Simulation results demonstrate the validity of the proposed approach.

Exponential stability for uncertain neutral systems with Markov jumps

This paper deals with the global exponential stability problems for stochastic neutral Markov jump systems （MJSs） with uncertain parameters and multiple time-delays. The delays are respectively considered as constant and time varying cases, and the uncertainties are assumed to be norm bounded. By selecting appropriate Lyapunov-Krasovskii functions, it gives the sufficient condition such that the uncertain neutral MJSs are globally exponentially stochastically stable for all admissible uncertainties. The stability criteria are formulated in the form of linear matrix inequalities （LMIs）, which can be easily checked in practice. Finally, two numerical examples are exploited to illustrate the effectiveness of the developed techniques.

Robust Stabilization for Uncertain Linear Delay Markow Jump System

Markov jump linear systems are defined as a family of linear systems with randomly Markov jumping parameters and are used to model systems subject to failures or changes in structure. The robust stabilization problem of jump linear delay system with umcerratnty was studied. By using of linear matrix inequalities, the existence conditions of robust stabilizing and the state feedback controller designing methods are also presented and proved. Finally, an illustrated example shows the effectiveness of this approach.

Robust Finite-Time <i>H</i>_∞Filtering for Discrete-Time Markov Jump Stochastic Systems

This study is concerned with the problem of finite-time H∞ filter design for uncertain discrete-time Markov Jump stochastic systems. Our attention is focused on the design of mode-dependent H∞ filter to ensure the finite-time stability of the filtering error system and preserve a prescribed H∞ performance level for all admissible uncertainties. Sufficient conditions of filtering design for the system under consideration are developed and the corresponding filter parameters can be achieved in terms of linear matrix inequalities (LMI). Finally, a numerical example is provided to illustrate the validity of the proposed method.

基于事件触发的奇异semi-Markov跳变系统的有限时间控制

为减少不必要的网络资源传输,解决实际复杂系统的有限时间问题,提出一种基于事件触发方案的奇异semi-Markov跳变系统的有限时间控制器设计方法。在事件触发方案下,用系统的时滞表示网络诱导时延,闭环系统可以建模为一个时滞系统。首先,通过构造合适的Lyapunov-Krasovskii泛函,以严格矩阵不等式的形式给出充分条件,以使事件触发方案下的闭环系统正则、无脉冲、随机有限时间有界;然后,通过求解矩阵不等式,得到状态反馈控制器的参数;最后,给出一个数值示例,通过仿真证明所提方法的有效性。

Controlling uncertain fuzzy neutral dynamic systems with Markov jumps

The robust H∞ control problems for stochastic fuzzy neutral Markov jump systems（MJSs） with parameters uncertainties and multiple time-delays are considered.The delays are respectively considered as constant and time varying,and the uncertain parameters are assumed to be norm bounded.By means of Takagi-Sugeno fuzzy models,the overall closed-loop fuzzy dynamics are constructed through selected membership functions.By selecting the appropriate Lyapunov-Krasovskii functions,the sufficient condition is given such that the uncertain fuzzy neutral MJSs are stochastically stability for all admissible uncertainties and satisfies the given H∞ control index.The stability and H∞ control criteria are formulated in the form of linear matrix inequalities,which can be easily checked in practice.Practical examples illustrate the effectiveness of the developed techniques.

Robust guaranteed cost observer design for linear uncertain jump systems with state delays

This paper deals with the robust guaranteed cost observer with guaranteed cost performance for a class of linear uncertain jump systems with state delay.The transition of the jumping parameters in systems is governed by a finite-state Markov process.Based on the stability theory in stochastic differential equations,a sufficient condition on the existence of the proposed robust guaranteed cost observer is derived.Robust guaranteed cost observers are designed in terms of a set of linear coupled matrix inequalities.A convex optimization problem with LMI constraints is formulated to design the suboptimal guaranteed cost observers.

离散广义Markov跳变系统的镇定性

针对转移概率部分未知情况下的离散时间广义Markov跳变系统,研究了系统的稳定性和镇定性。转移概率部分未知的情况包含了转移概率完全已知和完全未知两种特殊情况,具有更广泛的实际意义。首先利用线性矩阵不等式方法,将离散Markov跳变系统的结论推广到离散广义Markov跳变系统,提出了使开环系统随机稳定的充分条件;在此基础上,进一步提出了闭环系统可镇定的判据,并表示为线性矩阵不等式形式;最后,通过仿真算例验证了所提方法的有效性。

基于观测器的不确定时滞Markov跳变系统H_∞控制

讨论了一类线性不确定时滞Markov跳变系统的控制问题,针对能量有界的输入噪声,设计了基于观测器的优化鲁棒H∞控制器。基于鲁棒控制理论,通过对重构的观测器系统的分析,提出了使得系统随机稳定且满足一定输入输出H∞增益的模态依赖的控制器存在条件。结合构造的Lyapunov函数和线性矩阵不等式变换,给出了H∞控制器的设计方法,并将其描述为一个优化问题。基于观测器设计的优化H∞控制器使系统具有随机稳定性,状态的跟踪性能好,抑制干扰能力强,满足所给的范数指标。仿真示例说明了设计方法的有效性。

随机时延网络控制系统的Markov建模及H∞控制

利用Markov跳变理论讨论了一类具有随机时延以及数据包丢失的网络控制系统的建模方法。其中,系统中的传感器、控制器采用时间驱动,执行器采用事件驱动,传感器的数据采用单包传输。针对网络控制系统被控对象状态无法直接测量得到的问题,提出了一种静态输出反馈H∞控制器设计方法;根据线性矩阵不等式相关理论,通过建立和求解一个凸优化问题,得出了静态输出反馈H∞最优控制律。最后,用仿真例子验证了该方法的可行性以及理论的正确性。

马尔可夫跳变系统的有限时间保性能控制

本文主要研究具有时变时滞的脉冲随机马尔可夫跳变系统的有限时间保性能控制问题.通过选取模态相关的李雅普诺夫泛函,使用线性矩阵不等式(LMI)、平均驻留时间方法等技术,得到一些新的充分条件来确保系统有限时间稳定,并给出了系统的上界性能指标.基于该充分条件设计了系统的状态反馈保性能控制器.最后,利用Matlab的LMI工具箱进行数据仿真,得到相应的均方轨迹图.数值例子结果表明,得到的仿真结果和理论结果一致,验证了文中理论的有效性.

一类Markov跳变系统鲁棒方差控制

针对一类结构参数不完全已知的离散时间不确定Markov跳变系统,研究其闭环系统状态稳态方差小于某一给定上界约束时的鲁棒控制器设计问题.运用线性矩阵不等式方法(LMI),对系统进行了方差分析,给出并证明了控制器存在的条件,进而用一组线性矩阵不等式的可行解给出了控制器的一个参数化表示.最后仿真结果表明了该方法的有效性.

一类不确定Markov跳跃系统的鲁棒跟踪与模型跟随

讨论了一类不确定Markov跳跃线性系统的鲁棒跟踪与模型跟随问题。通过构造一组非线性鲁棒状态反馈跟踪控制器来跟踪给定的动态信号,该控制器确保系统当T→∞时是以扰动衰减系数γ鲁棒随机稳定的,且跟踪误差有界。最后给出算例说明了所设计的鲁棒跟踪控制器的性能。

一类Markov跳变神经网络的时滞相关鲁棒稳定性

针对一类Markov跳变神经网络,研究了其在系统参数不确定情况下的全局鲁棒稳定性。利用Leibniz-Newton公式对原系统进行等价变换,基于Lyapunov稳定性理论,并结合Moon不等式得到了此类Markov跳变神经网络时滞相关均方鲁棒稳定性的判别条件。所得结果以线性矩阵不等式(linear matrix inequality,LMI)的形式给出,容易被Matlab中的LMI工具箱验证。最后,通过一个算例验证了所得结论的有效性。

一类具有Markov跳跃参数的不确定混合系统滑模控制

针对一类具有Markov跳跃参数的不确定混合系统,基于滑模控制理论,设计了滑模控制器.通过线性矩阵不等式方法,分别给出了匹配不确定和非匹配不确定条件下系统在滑模面上均方意义下指数稳定的充分条件.同时针对这两种不确定性,设计了相应的滑模控制策略,并证明了该控制策略能够确保系统的运动轨迹在有限时间内到达滑模面并一直保持在滑模面上.仿真结果表明,所设计的控制器对不确定混合线性Markov跳跃系统具有很强的稳定性和鲁棒性.

转移概率部分已知的Markov跳变系统鲁棒H_2控制

研究一类具有多胞型不确定性的Markov跳变连续时间系统的鲁棒H2控制问题.这类系统跳跃过程中的转移概率包括完全已知、未知但已知转移概率的上下界和完全未知三种情况.首先针对此类Markov跳变系统,基于参数依赖型Lyapunov函数给出新的鲁棒稳定性判据,然后在线性矩阵不等式的框架下得到相应的鲁棒H2控制器设计方法.数值仿真算例验证了本方法的有效性.

非线性非齐次Markov跳变系统的贝叶斯滤波

针对具有时变不确定转移概率的非线性非齐次Markov跳变系统,提出一种贝叶斯状态估计方法.该方法首次采用带约束高斯概率密度函数来刻画转移概率的真实特性.然后,基于参考概率空间法,将实际的概率测度投影到理想概率空间,得出信息变量的递归表达式.同时,在贝叶斯框架内给出转移概率矩阵的最大后验估计式.进一步,采用粒子逼近法求解转移概率矩阵的最大后验估计,解决非线性函数的多重积分问题,进而获取状态估计值.最后,通过一个仿真示例表明该方法的有效性.