Optimal LQG control for discrete time-varying system with multiplicative noise and multiple state delays

This paper is concerned with the optimal linear quadratic Gaussian(LQG)control problem for discrete time-varying system with multiplicative noise and multiple state delays.The main contributions are twofolds.First,in virtue of Pontryagin’s maximum principle,we solve the forward and backward stochastic difference equations(FBSDEs)and show the relationship between the state and the costate.Second,based on the solution to the FBSDEs and the coupled difference Riccati equations,the necessary and sufficient condition for the optimal problem is obtained.Meanwhile,an explicit analytical expression is given for the optimal LQG controller.Numerical examples are shown to illustrate the effectiveness of the proposed algorithm.

Pseudo-Predictor Feedback Control for Multiagent Systems with Both State and Input Delays

This paper is concerned with the consensus problem for high-order continuous-time multiagent systems with both state and input delays.A novel approach referred to as pseudopredictor feedback protocol is proposed.Unlike the predictorbased feedback protocol which utilizes the open-loop dynamics to predict the future states,the pseudo-predictor feedback protocol uses the closed-loop dynamics of the multiagent systems to predict the future agent states.Full-order/reduced-order observer-based pseudo-predictor feedback protocols are proposed,and it is shown that the consensus is achieved and the input delay is compensated by the proposed protocols.Necessary and sufficient conditions guaranteeing the stability of the integral delay systems are provided in terms of the stability of the series of retarded-type time-delay systems.Furthermore,compared with the existing predictor-based protocols,the proposed pseudo-predictor feedback protocol is independent of the input signals of the neighboring agents and is easier to implement.Finally,a numerical example is given to demonstrate the effectiveness of the proposed approaches.

Delay-Dependent Robust H∞ Control for Uncertain 2-D Discrete State Delay Systems Described by the General Model

This paper considers the problem of delay-dependent robust optimal H∞ control for a class of uncertain two-dimensional (2-D) discrete state delay systems described by the general model (GM). The parameter uncertainties are assumed to be norm-bounded. A linear matrix inequality (LMI)-based sufficient condition for the existence of delay-dependent g-suboptimal state feedback robust H∞ controllers which guarantees not only the asymptotic stability of the closed-loop system, but also the H∞ noise attenuation g over all admissible parameter uncertainties is established. Furthermore, a convex optimization problem is formulated to design a delay-dependent state feedback robust optimal H∞ controller which minimizes the H∞ noise attenuation g of the closed-loop system. Finally, an illustrative example is provided to demonstrate the effectiveness of the proposed method.

EXISTENCE OF SOLUTION AND APPROXIMATE CONTROLLABILITY OF A SECOND-ORDER NEUTRAL STOCHASTIC DIFFERENTIAL EQUATION WITH STATE DEPENDENT DELAY

This paper has two sections which deals with a second order stochastic neutral partial differential equation with state dependent delay. In the first section the existence and uniqueness of mild solution is obtained by use of measure of non-compactness. In the second section the conditions for approximate controllability are investigated for the distributed second order neutral stochastic differential system with respect to the approximate controllability of the corresponding linear system in a Hilbert space. Our method is an extension of co-author N. Sukavanam’s novel approach in [22]. Thereby, we remove the need to assume the invertibility of a controllability operator used by authors in [5], which fails to exist in infinite dimensional spaces if the associated semigroup is compact. Our approach also removes the need to check the invertibility of the controllability Gramian operator and associated limit condition used by the authors in [20], which are practically difficult to verify and apply. An example is provided to illustrate the presented theory.

Robust exponential stability of uncertain discretetime impulsive switching systems with state delay

A new class of hybrid impulsive and switching models are introduced and their robust exponential stability and control synthesis are addressed. The proposed switched system is composed of stable subsystems and unstable subsystems, which not only involves state delay and norm-bounded time-varying parameter uncertainties, but also contains the impulsive switching effects between the subsystems. Based on the extension of the system dimension and the concept of average dwell time, a kind of practically useful switching rule is presented which guarantees the desired robust exponential stability. A switched state feedback controller is also given.

Robust stability analysis of uncertain discrete-time systems with state delay

The sufficient conditions of stability for uncertain discrete-time systems with state delay have been proposed by some researchers in the past few years, yet these results may be conservative in application. The stability analysis of these systems is discussed, and the necessary and sufficient condition of stability is derived by method other than constructing Lyapunov function and solving Riccati inequality. The root locations of system characteristic polynomial, which is obtained by augmentation approach and Laplace expansion, determine the stability of uncertain discrete-time systems with state delay, the system is stable if and only if all roots lie within the unit circle. In order to analyze robust stability of system characteristic polynomial effectively, Kharitonov theorem and edge theorem are applied. Example shows the practicability of these methods.

Decentralized state observer scheme for uncertain time-delay T-S fuzzy interconnected systems

This paper focuses on a class of T-S fuzzy interconnected systems with time delays and time-varying parameter uncertainties. Observer-based output feedback decentralized controller is designed such that the closed-loop interconnected system is asymptotically stable in the Lyapunov sense in probability for all admissible uncertainties and time delays. Sufficient conditions for robustly asymptotically stability of the systems are given in terms of a set of linear matrix inequalities （LMIs）.

New criteria on delayed state feedback stabilization for stochastic systems with time-varying delay

The problems of robust exponential stability in mean square and delayed state feedback stabilization for uncertain stochastic systems with time-varying delay are studied. By using Jensen＇s integral inequality and combining with the free weighting matrix approach, new delay-dependent stability conditions and delayed state feedback stabilization criteria are obtained in terms of linear matrix inequalities. Meanwhile, the proposed delayed state feedback stabilization criteria are more convenient in application than the existing ones since fewer tuning parameters are involved. Numerical examples are given to illustrate the effectiveness of the proposed methods.

Receding Horizon Control-Based Stabilization of Singular Stochastic Systems with State Delay

For a class of discrete-time singular stochastic systems with multi-state delay,the stabilization problem of receding horizon control(RHC)is concerned.Due to the difficulty in solving the proposed optimization problem,the RHC stabilization for such systems has not been solved.By adopting the forward and backward equation technique,the optimization problem is solved completely.A sufficient and necessary condition for the optimization controller to have a unique solution is given when the regularization and pulse-free conditions are satisfied.Based on this controller,an RHC stabilization condition is derived,which is in the form of linear matrix inequality.It is proved that the singular stochastic system with multi-state delay is stable in the mean-square sense under appropriate assumptions when the terminal weighting matrix satisfies the given inequality.Numerical examples show that the proposed RHC method is effective in stabilizing singular stochastic systems with multi-state delay.

Adaptive control for a class of nonlinear systems with time-varying delays in state and input

This paper is concerned with the adaptive stabilization problem of uncertain input delayed systems.A solution to this problem is given for a class of uncertain nonlinear systems with time-varying delays in both state and input.An adaptive asymptotically stabilizing controller,which can guarantee the stability of the closed-loop system and the convergence of the original system state,is designed by means of the Lyapunov-Krasovskii functional stability theory combined with linear matrix inequalities (LMIs) and nonlinear adaptive techniques.Some numerical examples are presented to demonstrate the effectiveness of the derived controller.

Delay-dependent exponential stability criteria for stochastic systems with polytopic-type uncertainties

This paper considers the problem of delay-dependent exponential stability in mean square for stochastic systems with polytopic-type uncertainties and time-varying delay. Applying the descriptor model transformation and introducing free weighting matrices, a new type of Lyapunov-Krasovskii functional is constructed based on linear matrix inequalities （LMIs）, and some new delay-dependent criteria are obtained. These criteria include the delay-independent/rate- dependent and delay-dependent/rate-independent exponential stability criteria. These new criteria are less conservative than existing ones. Numerical examples demonstrate that these new criteria are effective and are an improvement over existing ones.

PERIODIC SOLUTIONS OF BAM NETWORKS WITH STATE DEPENDENT DELAYS

We use Krasnosel'skii's fixed point theorem to show that the following BAM networks with state dependent delays has a periodic solution.

Robust stabilization for nonholonomic systems with state delay and nonlinear drifts

This paper presents a control strategy for stabilization of the nonholonomic control systems with strongly nonlinear drifts and state delay.Applying a novel Lyapunov functional and backstepping recursive method,the design of robust nonlinear state feedback controllers is proposed,which can guarantee the stability of the closed-loop systems.Finally,a numerical example is provided to show the effectiveness of the method.

Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control

This paper is concerned with linear forward–backward stochastic differential equations(FBSDEs)with state delay,the solvability which is much more complex than the case of no delay or input delay caused by the prediction of the backward processes of the future time.To overcome this difficulty,we innovatively establish the non-homogeneous relationship between the backward and forward processes with the help of the corresponding discrete-time system.The main contribution is to give the explicit solution to the FBSDEs with state delay in terms of partial Riccati equations for the first time.The presented results form the basis to solve the challenging problem of linear quadratic optimal control for multiplicative-noise stochastic systems with state delay.

Dissipative Control of the State Delayed Systems

In this note, the dissipative control problem of the general quadratic supply rate for state delayed systems is considered. A systematic approach is used in this work so that a sufficient condition on the existence of a delay-independent state feedback controller is given. In addition, a sufficient condition on the existence of a delay-dependent state feedback is presented. Our solutions are expressed in terms of matrix inequalities that can be solved by numerical method. The delay-dependent controller might be less conservative than the delay-independent one in the sense that the delay-dependent case may have a solution for a larger class of systems than that for delay-independent case.

Delay Compensation of Neutral-Type Time-Delay Control Systems by Cascaded-Observers

This paper is concerned with the input delay compensation problem for neutral-type systems with both state and input delays.Single/various cascaded-observers based output feedback controllers are designed to predict the future states such that the input delay that can be arbitrarily large yet exactly known is compensated completely.Compared with the existing techniques,some more simple necessary and sufficient conditions guaranteeing the stability of the closed-loop systems are offered in terms of the stability of retarded-type time-delay systems referred to as observer-error systems.Finally,the lossless transmission line control system is worked out to illustrate the effectiveness of the proposed controllers.

A New Sliding Function for Discrete Predictive Sliding Mode Control of Time Delay Systems

The control of time delay systems is still an open area for research. This paper proposes an enhanced model predictive discrete-time sliding mode control with a new sliding function for a linear system with state delay. Firstly, a new sliding function including a present value and a past value of the state, called dynamic surface, is designed by means of linear matrix inequalities （LMIs）. Then, using this dynamic function and the rolling optimization method in the predictive control strategy, a discrete predictive sliding mode controller is synthesized. This new strategy is proposed to eliminate the undesirable effect of the delay term in the closed loop system. Also, the designed control strategy is more robust, and has a chattering reduction property and a faster convergence of the system s state. Finally, a numerical example is given to illustrate the effectiveness of the proposed control.

LMI-Based Delay-Dependent Robust Control for Value Bounded Uncertain Systems with Time Delay

The present paper investigated the delay-dependent robust control for linear value bounded uncertain systems with state delay. By introducing the idea of matrix decomposition into the synthesis problem, incorporating with Lyapunov-Krasovskii functional method and adding ＂zeros＂ matrix through the correlation of each item in Newton-Leibniz formula, we present a sufficient condition via the feedback stabilization based on linear matrix inequality （LMI）. LMI is a new delay dependent condition that is much less conservative, and it guarantees that the system is robust asymptotically stable via state feedback controller. Neither the model transformation nor the bounding cross terms is employed. Finally, a numerical example is presented and it demonstrates the effectiveness of the offered method.