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 constan...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.展开更多
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 ...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.展开更多
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 f...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.展开更多
基金supported by the National Natural Science Foundation of China (No.60574001)Program for New Century Excellent Talents in University (No.050485)Program for Innovative Research Team of Jiangnan University
文摘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.
文摘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.
文摘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.
