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 be...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.展开更多
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 ...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.展开更多
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...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.展开更多
The exponential stability is investigated for a class of continuous time linear systems with a finite state Markov chain form process and the impulsive jump at switching moments. The conditions, based on the average d...The exponential stability is investigated for a class of continuous time linear systems with a finite state Markov chain form process and the impulsive jump at switching moments. The conditions, based on the average dwell time and the ratio of expectation of the total time running on all unstable subsystems to the expectation of the total time running on all stable subsystems,assure the exponential stability with a desired stability degree of the system irrespective of the impact of impulsive jump. The uniformly bounded result is realized for the case in which switched system is subjected to the impulsive effect of the excitation signal at some switching moments.展开更多
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
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
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, ...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.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
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. Th...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.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
This paper studies the nonstationary filtering problem of Markov jump system under <span style="white-space:nowrap;"><i>l</i><sub>2</sub> - <i>l</i><sub>...This paper studies the nonstationary filtering problem of Markov jump system under <span style="white-space:nowrap;"><i>l</i><sub>2</sub> - <i>l</i><sub>∞</sub> </span>performance. Due to the difference in propagation channels, signal strength and phase will inevitably change randomly and cause the waste of signals resources. In response to this problem, a channel fading model with multiplicative noise is introduced. And then a nonstationary filter, which receives signals more efficiently is designed. Meanwhile Lyapunov function is constructed for error analysis. Finally, the gain matrix for filtering is obtained by solving the matrix inequality, and the results showed that the nonstationary filter converges to the stable point more quickly than the traditional asynchronous filter, the stability of the designed filter is verified.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
In this paper,the distributed stochastic model predictive control(MPC)is proposed for the noncooperative game problem of the discrete-time multi-player systems(MPSs)with the undirected Markov jump graph.To reflect the...In this paper,the distributed stochastic model predictive control(MPC)is proposed for the noncooperative game problem of the discrete-time multi-player systems(MPSs)with the undirected Markov jump graph.To reflect the reality,the state and input constraints have been considered along with the external disturbances.An iterative algorithm is designed such that model predictive noncooperative game could converge to the socalledε-Nash equilibrium in a distributed manner.Sufficient conditions are established to guarantee the convergence of the proposed algorithm.In addition,a set of easy-to-check conditions are provided to ensure the mean-square uniform bounded stability of the underlying MPSs.Finally,a numerical example on a group of spacecrafts is studied to verify the effectiveness of the proposed method.展开更多
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...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.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
基金supported by the National Natural Science Foundation of China(61403001,61572032)in part by the Natural Science Foundation of Anhui Province of China(1508085QF136)in part by the Natural Science Foundation of Universities of Anhui Province of China(KJ2016A058)
文摘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.
基金This work was supported by the National Natural Science Foundation of China(No.60074007).
文摘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.
基金Sponsored by the National Defense Basic Research Foundation of China (Grant No. 9140A17030207HT01)
文摘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.
基金the National Natural Science Foundation of China (60674027, 60574007)Doctoral Foundation of Education Ministry of China (20050446001).
文摘The exponential stability is investigated for a class of continuous time linear systems with a finite state Markov chain form process and the impulsive jump at switching moments. The conditions, based on the average dwell time and the ratio of expectation of the total time running on all unstable subsystems to the expectation of the total time running on all stable subsystems,assure the exponential stability with a desired stability degree of the system irrespective of the impact of impulsive jump. The uniformly bounded result is realized for the case in which switched system is subjected to the impulsive effect of the excitation signal at some switching moments.
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 the National Creative Research Groups Science Foundation of China (No.60721062)the National High Technology Research and Development Program of China (863 Program) (2006AA04 Z182)the National Natural Science Foundation of China (No.60736021)
文摘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.
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.
文摘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.
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This paper studies the nonstationary filtering problem of Markov jump system under <span style="white-space:nowrap;"><i>l</i><sub>2</sub> - <i>l</i><sub>∞</sub> </span>performance. Due to the difference in propagation channels, signal strength and phase will inevitably change randomly and cause the waste of signals resources. In response to this problem, a channel fading model with multiplicative noise is introduced. And then a nonstationary filter, which receives signals more efficiently is designed. Meanwhile Lyapunov function is constructed for error analysis. Finally, the gain matrix for filtering is obtained by solving the matrix inequality, and the results showed that the nonstationary filter converges to the stable point more quickly than the traditional asynchronous filter, the stability of the designed filter is verified.
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This work was supported by the National Natural Science Foundation of China(62122063,62073268,U22B2036,11931015)the Young Star of Science and Technology in Shaanxi Province(2020KJXX-078)+1 种基金the National Science Fund for Distinguished Young Scholars(62025602)the XPLORER PRIZE。
文摘In this paper,the distributed stochastic model predictive control(MPC)is proposed for the noncooperative game problem of the discrete-time multi-player systems(MPSs)with the undirected Markov jump graph.To reflect the reality,the state and input constraints have been considered along with the external disturbances.An iterative algorithm is designed such that model predictive noncooperative game could converge to the socalledε-Nash equilibrium in a distributed manner.Sufficient conditions are established to guarantee the convergence of the proposed algorithm.In addition,a set of easy-to-check conditions are provided to ensure the mean-square uniform bounded stability of the underlying MPSs.Finally,a numerical example on a group of spacecrafts is studied to verify the effectiveness of the proposed method.
文摘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.
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.