scholarly journals New Results on Robust Stability and Stabilization of Linear Discrete-Time Stochastic Systems with Convex Polytopic Uncertainties

2013 ◽  
Vol 2013 ◽  
pp. 1-10 ◽  
Author(s):  
P. Niamsup ◽  
G. Rajchakit

This paper addresses the robust stability for a class of linear discrete-time stochastic systems with convex polytopic uncertainties. The system to be considered is subject to both interval time-varying delays and convex polytopic type uncertainties. Based on the augmented parameter-dependent Lyapunov-Krasovskii functional, new delay-dependent conditions for the robust stability are established in terms of linear matrix inequalities. An application to robust stabilization of linear discrete-time stochastic control systems is given. Numerical examples are included to illustrate the effectiveness of our results.

2013 ◽  
Vol 2013 ◽  
pp. 1-10 ◽  
Author(s):  
Narongsak Yotha ◽  
Kanit Mukdasai

This paper investigates the problem of robust stability for linear parameter-dependent (LPD) discrete-time systems with interval time-varying delays. Based on the combination of model transformation, utilization of zero equation, and parameter-dependent Lyapunov-Krasovskii functional, new delay-dependent robust stability conditions are obtained and formulated in terms of linear matrix inequalities (LMIs). Numerical examples are given to demonstrate the effectiveness and less conservativeness of the proposed methods.


2012 ◽  
Vol 05 (02) ◽  
pp. 1250025 ◽  
Author(s):  
Kreangkri Ratchagit

This paper addresses the stability for a class of linear delay-difference equations with interval time-varying delays. Based on the parameter-dependent Lyapunov–Krasovskii functional, new delay-dependent conditions for the stability are established in terms of linear matrix inequalities. Numerical examples are included to illustrate the effectiveness of our results.


2012 ◽  
Vol 461 ◽  
pp. 633-636
Author(s):  
Cheng Wang

The problem of delay-dependent robust stability of uncertain stochastic systems with time-varying delay is discussed in this paper. Based on the Lyapunov-Krasovskii theory and free-weighting matrix technique, new delay-dependent stability criterion is presented. The criterion is in terms of linear matrix inequality (LMI) which can be solved by various available algorithms.


Author(s):  
Cheung-Chieh Ku ◽  
Guan-Wei Chen

This paper investigates a delay-dependent robust control problem of discrete-time uncertain stochastic systems with delays. The uncertainty considered in this paper is time-varying but norm-bounded, and the delays are considered as interval time-varying case for both state and input. According to the considerations of uncertainty, stochastic behavior, and time delays, the problem considered in this paper is more general than the existing works for uncertain stochastic systems. Via the proposed Lyapunov–Krasovskii function, some sufficient conditions are derived into the extended linear matrix inequality form. Moreover, Jensen inequality and free matrix equation are employed to reduce conservatism of those conditions. Through using the proposed design method, a gain-scheduled controller is designed to guarantee asymptotical stability of uncertain stochastic systems in the sense of mean square. Finally, two numerical examples are provided to demonstrate applicability and effectiveness of the proposed design method.


2008 ◽  
Vol 2008 ◽  
pp. 1-15 ◽  
Author(s):  
Valter J. S. Leite ◽  
Márcio F. Miranda

Sufficient linear matrix inequality (LMI) conditions to verify the robust stability and to design robust state feedback gains for the class of linear discrete-time systems with time-varying delay and polytopic uncertainties are presented. The conditions are obtained through parameter-dependent Lyapunov-Krasovskii functionals and use some extra variables, which yield less conservative LMI conditions. Both problems, robust stability analysis and robust synthesis, are formulated as convex problems where all system matrices can be affected by uncertainty. Some numerical examples are presented to illustrate the advantages of the proposed LMI conditions.


2012 ◽  
Vol 591-593 ◽  
pp. 1496-1501
Author(s):  
Yu Cai Ding ◽  
Hong Zhu ◽  
Yu Ping Zhang ◽  
Yong Zeng

In this paper, robust stability and stabilization of singular stochastic hybrid systems are investigated. The system under consideration involves parameter uncertainties, Itô-type stochastic disturbance, Markovian jump parameters as well as time-varying delays. The aim of this paper is to design a state controller such that the dynamic system is robust stable. By using the Lyapunov-Krasovskii functional and Itô's differential rule, delay-range-dependent sufficient conditions on robust stability and stabilization are obtained in the form of linear matrix inequalities (LMIs). A numerical example is given to illustrate the effectiveness of the proposed main results.


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