The robust reliable H∞ control problem for discrete-time Markovian jump systems with actuator failures is studied. A more practical model of actuator failures than outage is considered. Based on the state feedback me...The robust reliable H∞ control problem for discrete-time Markovian jump systems with actuator failures is studied. A more practical model of actuator failures than outage is considered. Based on the state feedback method, the resulting closed-loop systems are reliable in that they remain robust stochastically stable and satisfy a certain level of H∞ disturbance attenuation not only when all actuators are operational, but also in case of some actuator failures, The solvability condition of controllers can be equivalent to a feasibility problem of coupled linear matrix inequalities (LMIs). A numerical example is also given to illustrate the design procedures and their effectiveness.展开更多
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....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.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
The robust H∞ filtering problem for uncertain discrete-time Markovian jump linear systems with mode- dependent time-delays is investigated. Attention is focused on designing a Markovian jump linear filter that ensure...The robust H∞ filtering problem for uncertain discrete-time Markovian jump linear systems with mode- dependent time-delays is investigated. Attention is focused on designing a Markovian jump linear filter that ensures robust stochastic stability while achieving a prescribed H∞ performance level of the resulting filtering error system, for all admissible uncertainties. The key features of the approach include the introduction of a new type of stochastic Lyapunov functional and some free weighting matrix variables. Sufficient conditions for the solvability of this problem are obtained in terms of a set of linear matrix inequalities. Numerical examples are provided to demonstrate the reduced conservatism of the proposed approach.展开更多
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 nonlineariti...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.展开更多
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
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 tim...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.展开更多
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 ...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.展开更多
Switching Markov jump linear system(SMJLS),a special hybrid system,has attracted a lot of studies recently.SMJLS is governed by stochastic and deterministic commutations.This paper focuses on the switching strategy wh...Switching Markov jump linear system(SMJLS),a special hybrid system,has attracted a lot of studies recently.SMJLS is governed by stochastic and deterministic commutations.This paper focuses on the switching strategy which stabilizes the SMJLS in a finite time interval in order to further expand the existing results and investigate new aspects of such systems.Several sufficient conditions for finite-time stability of discrete-time SMJLS are provided,and the numerical problems in these sufficient conditions are solved by solving linear matrix inequalities(LMIs).Finally,numerical examples are given to show the feasibility and effectiveness of the results.展开更多
基金the National Natural Science Foundation of China (60574001)Program for New Century Excellent Talents in University (05-0485)Program for Innovative Research Team of Jiangnan University
文摘The robust reliable H∞ control problem for discrete-time Markovian jump systems with actuator failures is studied. A more practical model of actuator failures than outage is considered. Based on the state feedback method, the resulting closed-loop systems are reliable in that they remain robust stochastically stable and satisfy a certain level of H∞ disturbance attenuation not only when all actuators are operational, but also in case of some actuator failures, The solvability condition of controllers can be equivalent to a feasibility problem of coupled linear matrix inequalities (LMIs). A numerical example is also given to illustrate the design procedures and their effectiveness.
基金Postdoctoral Science Foundation of China (No. 20060400980)Postdoctoral Science Foundation of Shandong Province(No. 200603015)National Science Foundation of China (No. 10671112)
文摘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.
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.
文摘The robust H∞ filtering problem for uncertain discrete-time Markovian jump linear systems with mode- dependent time-delays is investigated. Attention is focused on designing a Markovian jump linear filter that ensures robust stochastic stability while achieving a prescribed H∞ performance level of the resulting filtering error system, for all admissible uncertainties. The key features of the approach include the introduction of a new type of stochastic Lyapunov functional and some free weighting matrix variables. Sufficient conditions for the solvability of this problem are obtained in terms of a set of linear matrix inequalities. Numerical examples are provided to demonstrate the reduced conservatism of the proposed approach.
基金supported partly by the National Natural Science Foundation of China(60574001)the Program for New Century Excellent Talents in University(050485)the Program for Innovative Research Team of Jiangnan University.
文摘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.
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.
基金Supported by National Basic Research and Development Program of China (973 Program) (2009CB320600), National Natural Science Foundation of China (60774004), Taishan Scholar Construction Engineering of Shandong Government, National Natural Science Foundation for Distinguished Young Scholars of China (60825304)
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.
基金supported by the National Natural Science Foundation of China (6097400160904045)+2 种基金the National Natural Science Foundation of Jiangsu Province (BK2009068)the Six Projects Sponsoring Talent Summits of Jiangsu Provincethe Program for Postgraduate Scientific Research and Innovation of Jiangsu Province
文摘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.
基金Sponsored by the Scientific Research Foundation of Harbin Institute of Technology (Grant No.HIT.2003.02)the Chinese Outstanding Youth Science Foundation(Grant No. 69504002)
文摘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.
基金the National Natural Science Foundation of China(No.61573237)the“111 Project”(No.D18003)the Program of China Scholarship Council(No.201906895021)。
文摘Switching Markov jump linear system(SMJLS),a special hybrid system,has attracted a lot of studies recently.SMJLS is governed by stochastic and deterministic commutations.This paper focuses on the switching strategy which stabilizes the SMJLS in a finite time interval in order to further expand the existing results and investigate new aspects of such systems.Several sufficient conditions for finite-time stability of discrete-time SMJLS are provided,and the numerical problems in these sufficient conditions are solved by solving linear matrix inequalities(LMIs).Finally,numerical examples are given to show the feasibility and effectiveness of the results.