Event-Triggered Finite-Time H∞ Filtering for Discrete-Time Nonlinear Stochastic Systems

This paper addresses the problem of event-triggered finite-time H∞ filter design for a class of discrete-time nonlinear stochastic systems with exogenous disturbances. The stochastic Lyapunov-Krasoviskii functional method is adopted to design a filter such that the filtering error system is stochastic finite-time stable (SFTS) and preserves a prescribed performance level according to the pre-defined event-triggered criteria. Based on stochastic differential equations theory, some sufficient conditions for the existence of H∞ filter are obtained for the suggested system by employing linear matrix inequality technique. Finally, the desired H∞ filter gain matrices can be expressed in an explicit form.

Iterative Learning Control for Discrete-time Stochastic Systems with Quantized Information

An iterative learning control (ILC) algorithm using quantized error information is given in this paper for both linear and nonlinear discrete-time systems with stochastic noises. A logarithmic quantizer is used to guarantee an adaptive improvement in tracking performance. A decreasing learning gain is introduced into the algorithm to suppress the effects of stochastic noises and quantization errors. The input sequence is proved to converge strictly to the optimal input under the given index. Illustrative simulations are given to verify the theoretical analysis. © 2014 Chinese Association of Automation.

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.

Shape control on probability density function in stochastic systems

A novel strategy of probability density function （PDF） shape control is proposed in stochastic systems. The control er is designed whose parameters are optimal y obtained through the improved particle swarm optimization algorithm. The parameters of the control er are viewed as the space position of a particle in particle swarm optimization algorithm and updated continual y until the control er makes the PDF of the state variable as close as possible to the expected PDF. The proposed PDF shape control technique is compared with the equivalent linearization technique through simulation experiments. The results show the superiority and the effectiveness of the proposed method. The control er is excellent in making the state PDF fol ow the expected PDF and has the very smal error between the state PDF and the expected PDF, solving the control problem of the PDF shape in stochastic systems effectively.

A Novel PDF Shape Control Approach for Nonlinear Stochastic Systems

In this work,a novel shape control approach of the probability density function(PDF)for nonlinear stochastic systems is presented.First,we provide the formula for the PDF shape controller without devising the control law of the controller.Then,based on the exact analytical solution of the Fokker-PlanckKolmogorov(FPK)equation,the product function of the polynomial and the exponential polynomial is regarded as the stationary PDF of the state response.To validate the performance of the proposed control approach,we compared it with the exponential polynomial method and the multi-Gaussian closure method by implementing comparative simulation experiments.The results show that the novel PDF shape control approach is effective and feasible.Using an equal number of parameters,our method can achieve a similar or better control effect as the exponential polynomial method.By comparison with the multiGaussian closure method,our method has clear advantages in PDF shape control performance.For all cases,the integral of squared error and the errors of first four moments of our proposed method were very small,indicating superior performance and promising good overall control effects of our method.The approach presented in this study provides an alternative for PDF shape control in nonlinear stochastic systems.

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.

Linearized Controller Design for the Output Probability Density Functions of Non-Gaussian Stochastic Systems

This paper presents a linearized approach for the controller design of the shape of output probability density functions for general stochastic systems. A square root approximation to an output probability density function is realized by a set of B-spline functions. This generally produces a nonlinear state space model for the weights of the B-spline approximation. A linearized model is therefore obtained and embedded into a performance function that measures the tracking error of the output probability density function with respect to a given distribution. By using this performance function as a Lyapunov function for the closed loop system, a feedback control input has been obtained which guarantees closed loop stability and realizes perfect tracking. The algorithm described in this paper has been tested on a simulated example and desired results have been achieved.

Mean-square Exponential Robust Stability for a Class of Grey Stochastic Systems with Distributed Delays

Two easily verified delay-dependent criteria of mean-square exponential robust stability are obtained by constructing Lyapunov-Krasovskii functional and employing the decomposition technique of the continuous matrix-discovered set of grey matrix and Ito formula.A numerical example shows the validity and practicality of the criteria presented in this paper.

Guaranteed Quadratic Stabilization of Certain Time-Varying Large-Scale Delay It Stochastic Systems

In this paper, we investigate the decentralized stabilization of some time-varying uncertain large-scale stochastic systems with delays under matching conditions. A type of decentralized controllers with guaranteed stabilization and sub-optimality are also given.

The p-moment exponential robust stability for stochastic systems with distributed delays and interval parameters

The p-moment exponential robust stability for stochastic systems with distributed delays and interval parameters is studied. By constructing the Lyapunov- Krasovskii functional and employing the decomposition technique of interval matrix and Ito＇s formula, the delay-dependent criteria for the p-moment exponential robust stability are obtained. Numerical examples show the validity and practicality of the presented criteria.

Delay-dependent exponential stability of impulsive stochastic systems with time-varying delay

The problem of delay-dependent exponential stability is investigated for impulsive stochastic systems with time-varying delay. Although the exponential stability of impulsive stochastic delay systems has been discussed by several authors, few works have been done on delay-dependent exponential stability of impulsive stochastic delay systems. Firstly, the Lyapunov-Krasovskii functional method combing the free-weighting matrix approach is applied to investigate this problem. Some delay-dependent mean square exponential stability criteria are derived in terms of linear matrix inequalities. In particular, the estimate of the exponential convergence rate is also provided, which depends on system parameters and impulsive effects. The obtained results show that the system will stable if the impulses＇ frequency and amplitude are suitably related to the increase or decrease of the continuous flows, and impulses may be used as controllers to stabilize the underlying stochastic system. Numerical examples are given to show the effectiveness of the results.

Viability decision of linear discrete-time stochastic systems with probability criterion

In this paper, the optimal viability decision problem of linear discrete-time stochastic systems with probability criterion is investigated. Under the condition of sequence-reachable discrete-time dynamic systems, the existence theorem of optimal viability strategy is given and the solving procedure of the optimal strategy is provided based on dynamic programming. A numerical example shows the effectiveness of the proposed methods.

Robust Variance-Constrained Design for Uncertain Continuous Stochastic Systems via Output Feedback

This paper studies the problem of robust controller design for linear perturbed continuous stochasticsystems with variance constraints via output feedback. The goal is to design static output feedback controllers suchthat the uncertain system has the desil'ed stability margin and the steady-state variance constraints. The existenceconditions for the desired controllers are discussed, and the analytical expression of these controllers is alsocharacterized. A numerical example is provided to demonstrate the directness and effectiveness of the proposedmethod.

Stabilization Control for Linear Switching Stochastic Systems Against Time-Delay in Communication Channel

The paper is concerned with stabilization problem for a class of stochastic switching systems with time-delay in the detection of switching signal. By using binomial model,Poisson process,and Wiener process to describe time-delay, switching signal, and exogenous disturbance, respectively, the system under investigation is entirely set in a stochastic framework. The influence of the random time-delay is combined into reconstructing the switching signal of overall closed-loop system and changes the distribution property of switching points. Therefore,based on the asymptotical behaviors of Poisson processes and Wiener processes,the almost surely exponential stability conditions are established. Furthermore,a design methodology is posed for solving the stabilization control.

Stabilizability,Observability and Detectability for Discrete Stochastic Systems

This paper mainly discusses stabilizatbility, exact observability and exact detectability of discrete stochastic systems with both static and control dependent noise via the spectrum technique. The authors put forward a definition of the spectrum and give some theorems based on the spectrum. Then the relation between discrete generalized Lyapunov equation and discrete generalized algebraic Riccati equation is also analyzed.

Editorial: Advance on stochastic systems

Following the initial work by A. Einstein in 1905, stochastic systems have been the issues of interest in a number of scientific areas. Both mathematical theory and dynamical behavior of stochastic systems have been the subject of intensive study and gained great advance in the past several decades. A variety of dynamical phenomena, ranging from stochastic response, stochastic bifurcation to stochastic chaos and other complicated motions, were investigated and pretty results were reported.

Event-Triggered Finite-Time <i>H</i>_∞Control for Switched Stochastic Systems

This paper investigates the problem of event-triggered finite-time H∞ control for a class of switched stochastic systems. The main objective of this study is to design an event-triggered state feedback H∞ controller such that the resulting closed-loop system is finite-time bounded and satisfies a prescribed H∞ level in some given finite-time interval. Based on stochastic differential equations theory and average dwell time approach, sufficient conditions are derived to ensure the finite-time stochastic stability with the prescribed H∞ performance for the relevant closed-loop system by employing the linear matrix inequality technique. Finally, the desired state feedback H∞ controller gain matrices can be expressed in an explicit form.

DECOMPOSITION OF NONLINEAR DISCRETE-TIME STOCHASTIC SYSTEMS

This paper gives a mathematical definition for the "caution" and "probing", and presents a decomposition theorem for nonlinear discrete-time stochastic systems. Under some assumptions, the problem of finding the closed-loop optimal control can be decomposed into three problems: the deterministic optimal feedback, cautious optimal and probing optimal control problems.

Robust Finite-Time H∞ Filtering for ItôStochastic Systems

This paper investigates the problem of robust finite-time H∞ filter design for Itô stochastic systems. Based on linear matrix inequalities (LMIS) techniques and stability theory of stochastic differential equations, stochastic Lyapunov function method is adopted to design a finite-time H∞ filter such that, for all admissible uncertainties, the filtering error system is stochastic finite-time stable (SFTS). A sufficient condition for the existence of a finite-time H∞ filter for the stochastic system under consideration is achieved in terms of LMIS. Moreover, the explicit expression of the desired filter parameters is given. A numerical example is provided to illustrate the effectiveness of the proposed method.

H_∞ control for stochastic systems with time-delay

The H∞-control problem of stochastic systems with time-delay is considered. The sufficient conditions are obtained, under which there are always state-feedback control and dynamic output-feedback control so that the resulting closed-loop system is internaly stable and L2 input-output stable in the sense of expectation. Furthermore, the explicit formulas of both kinds of controls are derived. An example is included to illustrate the correctness of theoretic results.