Time-Multiplied Guaranteed Cost Control of Linear Delay Systems

2008 ◽  
Vol 130 (6) ◽  
Author(s):  
Junling Wang ◽  
James Lam ◽  
Shengyuan Xu ◽  
Zhan Shu
Keyword(s):  
Cost Function ◽  
Linearization Method ◽  
Delay Systems ◽  
Linear Matrix ◽  
Linear Quadratic ◽  
Quadratic Cost ◽  
Linear Delay ◽  
Guaranteed Cost ◽  
Delay Dependent ◽  
Quadratic Cost Function

This paper investigates the design of guaranteed cost controllers for a class of linear systems with a state delay using a time-multiplied linear quadratic cost function. Based on delay-dependent and delay-independent stability criteria, guaranteed cost controllers can be constructed via solutions to linear matrix inequalities (LMIs) such that the resulting closed-loop system is stable and a specified time-multiplied linear integral-quadratic cost function has an upper bound. By the cone complementary linearization method, delay-dependent state feedback controllers can be derived in terms of LMIs. A numerical example is provided to demonstrate the effectiveness of the proposed method.

Stochastic Stability and Stabilization of Uncertain Jump Linear Delay Systems via Delay Decomposition

2011 ◽  
Vol 133 (2) ◽  
Author(s):  
Jun-Wei Wang ◽  
Huai-Ning Wu ◽  
Yue-Sheng Luo
Keyword(s):  
Stochastic Stability ◽  
Delay Systems ◽  
Linear Matrix ◽  
Stability Criteria ◽  
Markov Jump ◽  
Lmi Optimization ◽  
Markov Jump Linear Systems ◽  
Linear Delay ◽  
Stability And Stabilization ◽  
Delay Dependent

This paper studies the problem of robustly stochastic stability and stabilization for a class of uncertain Markov jump linear systems with time delay. A new stochastic Lyapunov–Krasovskii functional (LKF) is constructed for the stability analysis and stabilization, in which the delay is uniformly divided into multiple segments. Based on this LKF and using an improved Jensen's integral inequality, the improved delay-dependent stochastic stability criteria are first derived in terms of linear matrix inequalities (LMIs). Then, an LMI approach to the design of stabilizing controllers via delayed state feedback is developed. The previous stability criteria are extended to give the delay-dependent stabilization conditions in terms of LMIs. Furthermore, an LMI optimization algorithm is proposed to find the maximum allowable delay of the system. Finally, numerical examples show that the proposed results are effective and much less conservative than some existing results.

Linear Quadratic Nash Game of Stochastic Singular Time-Delay Systems with Multiple Decision Makers

2015 ◽  
Vol 3 (5) ◽  
pp. 472-480
Author(s):  
Huainian Zhu ◽  
Guangyu Zhang ◽  
Chengke Zhang ◽  
Ying Zhu ◽  
Haiying Zhou
Keyword(s):  
Time Delay ◽  
Decision Makers ◽  
Delay Systems ◽  
Linear Matrix ◽  
Time Delay Systems ◽  
Linear Quadratic ◽  
Nash Game ◽  
Multiple Decision Makers ◽  
Nash Strategies ◽  
Singular Time

AbstractThis paper discusses linear quadratic Nash game of stochastic singular time-delay systems governed by Itô’s differential equation. Sufficient condition for the existence of Nash strategies is given by means of linear matrix inequality for the first time. Moreover, in order to demonstrate the usefulness of the proposed theory, stochastic H2∕H∞control with multiple decision makers is discussed as an immediate application.

scholarly journals New delay-dependent observer-based control for uncertain stochastic time-delay systems

2019 ◽  
Vol 2019 (1) ◽  
Author(s):  
Xiu-feng Miao ◽  
Long-suo Li
Keyword(s):  
Time Delay ◽  
The State ◽  
Delay Systems ◽  
Linear Matrix ◽  
Time Delay Systems ◽  
Parameter Uncertainties ◽  
Noise Disturbances ◽  
System States ◽  
Delay Dependent ◽  
Stochastic Time

AbstractThis paper considers the problem of estimating the state vector of uncertain stochastic time-delay systems, while the system states are unmeasured. The system under study involves parameter uncertainties, noise disturbances and time delay, and they are dependent on the state. Based on the Lyapunov–Krasovskii functional approach, we present a delay-dependent condition for the existence of a state observer in terms of a linear matrix inequality. A numerical example is exploited to show the validity of the results obtained.

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