scholarly journals RobustH∞Filtering for a Class of Uncertain Markovian Jump Systems with Time Delays

2013 ◽  
Vol 2013 ◽  
pp. 1-8
Author(s):  
Yi Yang ◽  
Junwei Lu
Keyword(s):  
Delay Systems ◽  
Markovian Jump ◽  
Parameter Uncertainties ◽  
Markovian Jumping ◽  
Time Varying Parameter ◽  
Stochastically Stable ◽  
Error Dynamics ◽  
Uncertain Time ◽  
Jump Systems ◽  
Riccati Inequalities

This paper studies the problem of robustH∞filtering for a class of uncertain time-delay systems with Markovian jumping parameters. The system under consideration is subject to norm-bounded time-varying parameter uncertainties. The problem to be addressed is the design of a Markovian jump filter such that the filter error dynamics are stochastically stable and a prescribed bound on theℒ2-induced gain from the noise signals to the filter error is guaranteed for all admissible uncertainties. A sufficient condition for the existence of the desired robustH∞filter is given in terms of two sets of coupled algebraic Riccati inequalities. When these algebraic Riccati inequalities are feasible, the expression of a desiredH∞filter is also presented. Finally, an illustrative numerical example is provided.

scholarly journals Robust Stabilization of Stochastic Markovian Jump Systems with Distributed Delays

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-8
Author(s):  
Guilei Chen ◽  
Zhenwei Zhang ◽  
Chao Li ◽  
Dianju Qiao ◽  
Bo Sun
Keyword(s):  
Linear Matrix Inequalities ◽  
Robust Stabilization ◽  
Distributed Delays ◽  
Markovian Jump Systems ◽  
Linear Matrix ◽  
Matrix Inequalities ◽  
Markovian Jump ◽  
Parameter Uncertainties ◽  
Delay Dependent ◽  
Jump Systems

This paper addresses the robust stabilization problem for a class of stochastic Markovian jump systems with distributed delays. The systems under consideration involve Brownian motion, Markov chains, distributed delays, and parameter uncertainties. By an appropriate Lyapunov–Krasovskii functional, the novel delay-dependent stabilization criterion for the stochastic Markovian jump systems is derived in terms of linear matrix inequalities. When given linear matrix inequalities are feasible, an explicit expression of the desired state feedback controller is given. The designed controller, based on the obtained criterion, ensures asymptotically stable in the mean square sense of the resulting closed-loop system. The convenience of the design is greatly enhanced due to the existence of an adjustable parameter in the controller. Finally, a numerical example is exploited to demonstrate the effectiveness of the developed theory.

scholarly journals New observer-based control design for mismatched uncertain systems with time-delay

2016 ◽  
Vol 26 (4) ◽  
pp. 597-610 ◽  
Author(s):  
Van Van Huynh
Keyword(s):  
Time Delay ◽  
Estimation Error ◽  
The State ◽  
Delay Systems ◽  
Linear Matrix ◽  
Time Delay Systems ◽  
Parameter Uncertainties ◽  
State Matrix ◽  
Control Techniques ◽  
Uncertain Time

Abstract In this paper, the state estimation problem for a class of mismatched uncertain time-delay systems is addressed. The estimation uses observer-based control techniques. The mismatched uncertain time-delay systems investigated in this study include mismatched parameter uncertainties in the state matrix and in the delayed state matrix. First, based on a new lemma with appropriately choosing Lyapunov functional, new results for stabilization of mismatched uncertain time-delay systems are provided on the basis of a linear matrix inequality (LMI) framework and the asymptotic convergence properties for the estimation error is ensured. Second, the control and observer gains are given from single LMI feasible solution which can overcome the drawback of the bilinear matrix inequalities approach often reported in the literature. Finally, a numerical example is used to demonstrate the efficacy of the proposed method.

scholarly journals Delay-DependentH∞Control for Descriptor Markovian Jump Systems with Time-Varying Delay

2013 ◽  
Vol 2013 ◽  
pp. 1-16
Author(s):  
Jinghao Li ◽  
Qingling Zhang ◽  
Ding Zhai ◽  
Yi Zhang
Keyword(s):  
Convex Combination ◽  
Markovian Jump Systems ◽  
Delay Systems ◽  
Time Varying ◽  
Markovian Jump ◽  
Time Varying Delay ◽  
Bounded Real Lemma ◽  
Delay Dependent ◽  
Jump Systems ◽  
Varying Delay

This paper is concerned with the delay-dependentH∞control problem for continuous-time descriptor Markovian jump systems with time-varying delay. By constructing various Lyapunov-Krasovskii functionals for different subsystems, together with delay decomposition method, a new delay-dependent bounded real lemma (BRL) is derived, under which descriptor Markovian jump time-delay systems are regular, impulse-free, and stochastically stable and satisfy a prescribedH∞performance level. Since the reciprocally convex combination approach is adopted to estimate the upper bound of the integral terms, the BRL obtained in this paper is less conservative than some existing ones. Based on the proposed BRL, a sufficient condition for the existence of state feedback controller is provided. Finally, three numerical examples are provided to demonstrate the validity of the proposed methods.

Disturbance-observer-based control for semi-Markovian jump systems with time-varying delay and generally uncertain transition rate

2020 ◽  
pp. 014233122096349
Author(s):  
Tianbo Xu ◽  
Xianwen Gao ◽  
Wenhai Qi
Keyword(s):  
Transition Rate ◽  
Disturbance Observer ◽  
Actuator Saturation ◽  
Markovian Jump Systems ◽  
Delay Systems ◽  
Time Varying ◽  
Markovian Jump ◽  
Time Varying Delay ◽  
Jump Systems ◽  
Varying Delay

The analysis result of disturbance-observer-based control (DOBC) for semi-Markovian jump systems (S-MJSs) with time-varying delay and generally uncertain transition rate (TR) is given in this paper. At present, there are still some urgent problems needed to be solved for S-MJSs such that conservative of stability, difficult of obtaining of TR in practical system, and the unexpected transient performance is always inevitable, such as larger overshoots and longer settling time. Unlike the existing methods, the proposed method considers the external disturbance, limitation on domain of control signal, uncertain parameters and time-varying delay in the S-MJSs. The piecewise analysis method for time-varying delay systems is extended to DOBC for S-MJSs. First of all, the sufficient condition of stochastic stability based on S-MJSs with more general TR is derived by piecewise Lyapunov-Krasovskii functional. Then, the disturbance observer is designed for estimating the actual disturbance, and the anti-disturbance controller is designed to deal with the control problem of S-MJSs. Furthermore, the problem of actuator saturation is addressed. Finally, two practical example is employed to testify the correctness of the proposed methods.

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