Robust reliable H-infinity control for nonlinear uncertain stochastic time-delay systems with Markovian jumping parameters

This paper deals with the problems of robust reliable exponential stabilization and robust stochastic stabilization with H-infinity performance for a class of nonlinear uncertain time-delay stochastic systems with Markovian jumping parameters. The time delays are assumed to be dependent on the system modes. Delay-dependent conditions for the solvability of these problems are obtained via parameter-dependent Lyapunov functionals. Furthermore, it is shown that the desired state feedback controller can be designed by solving a set of linear matrix inequalities. Finally, the simulation is provided to demonstrate the effectiveness of the proposed methods.

Robust guaranteed cost filtering for uncertain timedelay systems with Markovian jumping parameters

The robust guaranteed cost filtering problem for a dass of linear uncertain stochastic systems with time delays is investigated. The system under study involves time delays, jumping parameters and Brownian motions. The transition of the jumping parameters in systems is governed by a finite-state Markov process. The objective is to design linear memoryless filters such that for all uncertainties, the resulting augmented system is robust stochastically stable independent of delays and satisfies the proposed guaranteed cost performance. Based on stability theory in stochastic differential equations, a sufficient condition on the existence of robust guaranteed cost filters is derived. Robust guaranteed cost filters are designed in terms of linear matrix inequalities. A convex optimization problem with LMI constraints is formulated to design the suboptimal guaranteed cost filters.

New Result on Delay-dependent Stability for Markovian Jump Time-delay Systems With Partial Information on Transition Probabilities

This paper focuses on the delay-dependent stability for a kind of Markovian jump time-delay systems(MJTDSs),whose transition rates are incompletely known. In order to reduce the computational complexity and achieve better performance,auxiliary function-based double integral inequality is combined with extended Wirtinger's inequality and Jensen inequality to deal with the double integral and the triple integral in augmented Lyapunov-Krasovskii function(ALKF) and their weak infinitesimal generator respectively, the more accurate approximation bounds with a fewer variables are derived. As a result, less conservative stability criteria are proposed in this paper. Finally,numerical examples are given to show the effectiveness and the merits of the proposed method.

Robust H-infinity filter design for uncertaintime-delay singular stochastic systems withMarkovian jump

This paper deals with the problem of H-infinity filter design for uncertain time-delay singular stochastic systems with Markovian jump. Based on the extended It6 stochastic differential formula, sufficient conditions for the solvability of these problems are obtained. Furthermore, It is shown that a desired filter can be constructed by solving a set of linear matrix inequalities. Finally, a simulation example is given to demonstrate the effectiveness of the proposed method.

Delay-dependent Stability Analysis for Markovian Jump Systems with Interval Time-varying-delays

This paper proposes improved stochastic stability conditions for Markovian jump systems with interval time-varying delays. In terms of linear matrix inequalities （LMIs）, less conservative delay-range-dependent stability conditions for Markovian jump systems are proposed by constructing a different Lyapunov-Krasovskii function. The resulting criteria have advantages over some previous ones in that they involve fewer matrix variables but have less conservatism. Numerical examples are provided to demonstrate the efficiency and reduced conservatism of the results in this paper.

Sliding Mode Control for Nonlinear Markovian Jump Systems Under Denial-of-Service Attacks

This paper investigates the sliding mode control(SMC) problem for a class of discrete-time nonlinear networked Markovian jump systems(MJSs) in the presence of probabilistic denial-of-service(Do S) attacks. The communication network via which the data is propagated is unsafe and the malicious adversary can attack the system during state feedback. By considering random Denial-of-Service attacks, a new sliding mode variable is designed, which takes into account the distribution information of the probabilistic attacks. Then, by resorting to Lyapunov theory and stochastic analysis methods, sufficient conditions are established for the existence of the desired sliding mode controller, guaranteeing both reachability of the designed sliding surface and stability of the resulting sliding motion.Finally, a simulation example is given to demonstrate the effectiveness of the proposed sliding mode control algorithm.

Guaranteed control performance robust LQG regulator for discrete-time Markovian jump systems with uncertain noise

Robust LQG problems of discrete-time Markovian jump systems with uncertain noises are investigated. The problem addressed is the construction of perturbation upper bounds on the uncertain noise covariances so as to guarantee that the deviation of the control performance remains within the precision prescribed in actual problems. Furthermore, this regulator is capable of minimizing the worst performance in an uncertain case. A numerical example is exploited to show the validity of the method.

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。

Delay-dependent stabilization of singular Markovian jump systems with state delay

This paper deals with the delay-dependent stabilization problem for singular systems with Markovian jump parameters and time delays. A delay-dependent condition is established for the considered system to be regular, impulse free and stochastically stable. Based on the condition, a design algorithm of the desired state feedback controller which guarantees the resultant closed-loop system to be regular, impulse free and stochastically stable is proposed in terms of a set of strict linear matrix inequalities （LMIs）. Numerical examples show the effectiveness of the proposed methods.

Robust stability and H-infinity control for uncertain discrete-time Markovian jump singular systems

The robust stability and stabilization, and H-infinity control problems for discrete-time Markovian jump singular systems with parameter uncertainties are discussed. Based on the restricted system equivalent （r.s.e.） transformation and by introducing new state vectors, the singular system is transformed into a discrete-time Markovian jump standard linear system, and the linear matrix inequality （LMI） conditions for the discrete-time Markovian jump singular systems to be regular, causal, stochastically stable, and stochastically stable with 7- disturbance attenuation are obtained, respectively. With these conditions, the robust state feedback stochastic stabilization problem and H-infinity control problem are solved, and the LMI conditions are obtained. A numerical example illustrates the effectiveness of the method given in the oaoer.

State and Mode Feedback Control for Discrete-time Markovian Jump Linear Systems With Controllable MTPM

In this note, the state and mode feedback control problems for a class of discrete-time Markovian jump linear systems(MJLSs) with controllable mode transition probability matrix(MTPM) are investigated. In most achievements, controller design of MJLSs pays more attention to state/output feedback control for stability, while the system cost in practice is out of consideration. In this paper, we propose a control mechanism consisting of two parts: finite-path-dependent state feedback controller design with which uniform stability of MJLSs can be ensured, and mode feedback control which aims to decrease system cost. Differing from the traditional state/output feedback controller design, the main novelty is that the proposed control mechanism not only guarantees system stability, but also decreases system cost effectively by adjusting the occurrence probability of system modes. The effectiveness of the proposed mechanism is illustrated via numerical examples.

Nonlinear H_∞ filtering for interconnected Markovian jump systems

The problem of nonlinear H∞ filtering for interconnected Markovian jump systems is discussed. The aim of this note is the design of a nonlinear Markovian jump filter such that the resulting error system is exponentially meansquare stable and ensures a prescribed H∞ performance. A sufficient condition for the solvability of this problem is given in terms of linear matrix inequalities（LMIs）. A simulation example is presented to demonstrate the effectiveness of the proposed design approach.

H_∞ Output Feedback Control for Stochastic Systems with Mode-dependent Time-varying Delays and Markovian Jump Parameters

This paper deals with the H∞ control problems of Markovian jump systems with mode-dependent time delays. First, considering the mode-dependent time delays, a different delay-dependent H∞ performance condition for Markovian jump systems is proposed by constructing an improved Lyapunov-Krasovskii function. Based on this new H∞ disturbance attenuation criterion, a full-order dynamic output feedback controller that ensures the exponential mean-square stability and a prescribed H∞ performance level for the resulting closed-loop system is designed. Illustrative numerical examples are provided to demonstrate the effectiveness of the proposed approach.

Delay-dependent guaranteed cost control for uncertain discrete-time Markovian jump linear systems with mode-dependent time-delays

In this paper,the problem of guaranteed cost control for a class of uncertain discrete-time Markovian jump linear systems with mode-dependent time-delays and a given quadratic cost function are investigated. Attention is focused on designing a memoryless state feedback control law such that the closed-loop system is robust stochastically stable and the closed-loop cost function value is not more than a specified upper bound,for all admissible uncertainties. The key features of the approach include the introduction of a new type of suitable stochastic Lyapunov functional and free weighting matrices techniques. Sufficient conditions for the existence of such controller are obtained in terms of a set of linear matrix inequalities. A numerical example is given to illustrate the less conservatism of the proposed techniques.

Variable structure control for descriptor Markovian jump systems subject to partially unknown transition probabilities

The descriptor Markovian jump systems( DMJSs)with partially unknown transition probabilities( PUTPs) are studied by means of variable structure control. First,by virtue of the strictly linear matrix inequality( LMI) technique,a sufficient condition is presented, under which the DMJSs subject to PUTPs are stochastically admissible. Secondly,a novel sliding surface function based on the system state and input is constructed for DMJSs subject to PUTPs; and a dynamic sliding mode controller is synthesized, which guarantees that state trajectories will reach the pre-specified sliding surface in finite time despite uncertainties and disturbances. The results indicate that by checking the feasibility of a series of LMIs,the stochastic admissibility of the overall closed loop system is determined. Finally,the validity of the theoretical results is illustrated with the example of the direct-current motor. Furthermore,compared with the existing literature,the state convergence rate,buffeting reduction and overshoot reduction are obviously optimized.

Robust fault detection for discrete-time Markovian jump systems with mode-dependent time-delays

This paper investigates a fault detection problem for a class of discrete-time Markovian jump systems with norm-bounded uncertainties and mode-dependent time-delays. Attention is focused on constructing the residual generator based on the filter of which its parameters matrices are dependent on the system mode, that is, the fault detection filter is a Markovian jump system as well. The design of fault detection filter is reduced to H-infinity filtering problem by using H-infinity control theory, which can guarantee the difference between the residual and the fault （or, more generally weighted fault） as small as possible in the context of enhancing the robustness of residual to modeling errors, control inputs and unknown inputs. Sufficient condition for the existence of the above filters is established by means of linear matrix inequalities, which can be readily solved by using standard numerical software. A numerical example is given to illustrate the feasibility of the proposed method.

Delay-dependent robust control for uncertain stochastic systems with Markovian switching and multiple delays

The exponential stability in mean square and stabiliza- tion problems for It＆ stochastic switched systems with multiple time-delays are investigated. The system possesses the norm- bounded uncertainties and Markovian jumping parameters. By using an effective descriptor model transformation of the system and applying Ito＇s differential formula and Moon＇s inequality for bounding cross terms, a new delay-dependent sufficient condi- tion is derived in terms of linear matrix inequalities, and its states feedback controller is designed. Numerical examples are given to illustrate the efficiency and less conservation of the results.