Stochastic Output Feedback of Uncertain Time-Delay Systems with Saturating Actuators

This paper deals with the class of uncertain continuous-time linear systems with Markovian jumps, time delay, and saturating actuators. Under norm-bounded uncertainties and based on the Lyapunov method, sufficient conditions on stochastic stability and stochastic stabilizability are developed. A design algorithm for a stabilizing observer-based robust output feedback controller is proposed in terms of the solutions of linear matrix inequalities.     

Stabilizability of a class of stochastic bilinear hybrid systems

The problem of the stabilizability of stochastic nonlinear hybrid systems with a Markovian or any switching rule is considered. Using the Lyapunov technique sufficient conditions for the asymptotic stabilizability in probability by a smooth controller in every structure are found. In particular, the asymptotic stabilizability in probability problem of stochastic bilinear hybrid systems with a Markovian or any switching rule is discussed and a closed-loop controller is found. Also the sufficient conditions for the exponential mean-square stabilizability for bilinear hybrid systems with any switching based on the Lie algebra approach are formulated and an open-loop controller is designed. The obtained results are illustrated by examples and simulations.     

基于SLQ控制器的时滞微分系统的鲁棒镇定

该文基于随机线性二次控制问题, 讨论了多时滞、且具有马尔可夫跳变参数的微分系统的最优控制的鲁棒性及可镇定问题.应用了Lyapunov-Krasovskii型的泛函、伊藤(Ito)公式、及Schur补等工具, 分析了该随机多时滞、具有马尔可夫过程的微分系统的均方指数稳定性.得到了时滞相关与时滞无关的充分性的代数判据.     

Robust consensus of nonlinear multi‐agent systems via reliable control with probabilistic time delay

In this paper, the consensus problem of uncertain nonlinear multi‐agent systems is investigated via reliable control in the presence of probabilistic time‐varying delay. First, the communication topology among the agents is assumed to be directed and fixed. Second, by introducing a stochastic variable which satisfies Bernoulli distribution, the information of probabilistic time‐varying delay is equivalently transformed into the deterministic time‐varying delay with stochastic parameters. Third, by using Laplacian matrix properties, the consensus problem is converted into the conventional stability problem of the closed‐loop system. The main objective of this paper is to design a state feedback reliable controller such that for all admissible uncertainties as well as actuator failure cases, the resulting closed‐loop system is robustly stable in the sense of mean‐square. For this purpose, through construction of a suitable Lyapunov–Krasovskii functional containing four integral terms and utilization of Kronecker product properties along with the matrix inequality techniques, a new set of delay‐dependent consensus stabilizability conditions for the closed‐loop system is obtained. Based on these conditions, the desired reliable controller is designed in terms of linear matrix inequalities which can be easily solved by using any of the effective optimization algorithms. Moreover, a numerical example and its simulations are included to demonstrate the feasibility and effectiveness of the proposed control design scheme. © 2016 Wiley Periodicals, Inc. Complexity 21: 138–150, 2016     

Dissipative analysis for discrete‐time systems via fault‐tolerant control against actuator failures

This article investigates the problem of robust dissipative fault‐tolerant control for discrete‐time systems with actuator failures. Based on the Lyapunov technique and linear matrix inequality (LMI) approach, a set of delay‐dependent sufficient conditions is developed for achieving the required result. A design scheme for the state‐feedback reliable dissipative controller is established in terms LMIs which can guarantee the asymptotic stability and dissipativity of the resulting closed‐loop system with actuator failures. In addition, the proposed controller not only stabilize the fault‐free system but also to guarantee an acceptable performance of the faulty system. Also as special cases, robust H_∞ control, passivity control, and mixed H_∞ and passivity control with the prescribed performances under given constraints can be obtained for the considered systems. Finally, two numerical examples are provided to illustrate the effectiveness of the proposed fault‐tolerant control technique. © 2016 Wiley Periodicals, Inc. Complexity 21: 579–592, 2016     

Control of Stochastic Systems with Time-Varying Multiple Time Delays: LMI Approach

This paper deals with the class of continuous-time linear systems with Markovian jumps and multiple time delays. The systems that we are treating are assumed to have time-varying delays in their dynamics which can be different and also have uncertainties in the system parameters. The time-varying structure of the bounded uncertainties is considered. Delay-dependent conditions for stochastic stability and stochastic stabilizability and their robustness are considered. A design algorithm for a stabilizing memoryless controller is proposed. All the results are given in the LMI formalism.     

不完备质量下的报童问题及其评估机制

在产品质量不完备的环境下,考虑了需求依赖于质量水平的报童问题。本文主要利用马氏理论刻画质量水平与需求之间关联性的动态演变过程,并将“不完备质量”的决策理念纳入报童问题的理论框架,进而提出了新的随机库存系统的优化模型及其决策机制。同时,利用随机质量过程中的首达性、遍历性、不可约性等基本属性,构建了随机库存系统在运作和管理过程中的可靠性及其收益评估机制。模型的相关结论表明:在不完备质量的环境下,零售商的最优订购决策是由各个质量状态的转移概率所确定,若由质量水平的波动性所导出的随机过程为不可约遍历马氏链时,则库存系统的决策机制具有良好的稳定性。     

Maximum entropy probability method applied to assess voltage sag frequency due to transmission line fault in the electric power system

Voltage sag caused by faults on an electric power transmission line is one of the most intractable power quality issues for both utility companies and customers. The fault in power system randomly exists along transmission lines due to the combination of many uncertain factors. To predict and assess the annual expected sag frequency (ESF) deriving from the faults along lines, a stochastic‐based method that employs maximum entropy principle, namely the maximum entropy probability method (MEPM), has been introduced in this paper. Moreover, various types of faults have been considered systematically. With the fault line intervals and the sample moments taken into account, the discrete values of distribution probability of fault locations along the transmission lines have been estimated by means of the MEPM. For a given voltage sag magnitude corresponding to the voltage tolerant level of sensitive equipment at the tested bus, the ESF has been calculated in view of the statistical fault rates of interrelated transmission lines. The implementation and application to a classical five‐bus system and IEEE RTS‐30 test system have been presented consequently. The simulations have revealed that compared with the four existing methods, the MEPM is accurate, flexible, and immune of round‐off errors, and therefore it can be widely applied to the various aspects of power systems. Copyright © 2009 John Wiley & Sons, Ltd.     

Robust stability and stabilization of linear stochastic systems with Markovian switching and uncertain transition rates

This paper is concerned with the robust stabilization problem for a class of linear uncertain stochastic systems with Markovian switching. The uncertain stochastic system with Markovian switching under consideration involves parameter uncertainties both in the system matrices and in the mode transition rates matrix. New criteria for testing the robust stability of such systems are established in terms of bi-linear matrix inequalities (BLMIs), and sufficient conditions are proposed for the design of robust state-feedback controllers. A numerical example is given to illustrate the effectiveness of our results.     

H∞-Control for Linear Time-Delay Systems with Markovian Jumping Parameters

This paper deals with the robust H-control problem for uncertain continuous-time linear time-delay systems with Markovian jumping parameters. Based on Lyapunov functional approach, a sufficient condition that assures the robust stochastic stabilizability and preserves the H-disturbance attenuation for the uncertain class of linear time-delay systems with Markovian jumping parameters is established. The uncertainties considered in this paper are of the norm-bounded type. A numerical example is given to demonstrate the usefulness of the results.     

Improved H∞ performance analysis of uncertain Markovian jump systems with overlapping time‐varying delays

In this article, we study the problem of robust H_∞ performance analysis for a class of uncertain Markovian jump systems with mixed overlapping delays. Our aim is to present a new delay‐dependent approach such that the resulting closed‐loop system is stochastically stable and satisfies a prescribed H_∞ performance level χ. The jumping parameters are modeled as a continuous‐time, finite‐state Markov chain. By constructing new Lyapunov‐Krasovskii functionals, some novel sufficient conditions are derived to guarantee the stochastic stability of the equilibrium point in the mean‐square. Numerical examples show that the obtained results in this article is less conservative and more effective. The results are also compared with the existing results to show its conservativeness. © 2016 Wiley Periodicals, Inc. Complexity 21: 460–477, 2016     

Nonfragile H∞ output tracking control for uncertain singular Markovian jump delay systems with network‐induced delays and data packet dropouts

This article deals with the problem of nonfragile H_∞ output tracking control for a kind of singular Markovian jump systems with time‐varying delays, parameter uncertainties, network‐induced signal transmission delays, and data packet dropouts. The main objective is to design mode‐dependent state‐feedback controller under controller gain perturbations and bounded modes transition rates such that the output of the closed‐loop networked control system tracks the output of a given reference system with the required H_∞ output tracking performance. By constructing a more multiple stochastic Lyapunov–Krasovskii functional, the novel mode‐dependent and delay‐dependent conditions are obtained to guarantee the augmented output tracking closed‐loop system is not only stochastically admissible but also satisfies a prescribed H_∞‐norm level for all signal transmission delays, data packet dropouts, and admissible uncertainties. Then, the desired state‐feedback controller parameters are determined by solving a set of strict linear matrix inequalities. A simple production system example and two numerical examples are used to verify the effectiveness and usefulness of the proposed methods. © 2015 Wiley Periodicals, Inc. Complexity 21: 396–411, 2016     

Fault‐tolerant sampled‐data mixed ℋ∞ and passivity control of stochastic systems and its application

This article addresses the problem of fault‐tolerant sampled‐data mixed and passivity control for a class of stochastic system with actuator failures, where the plant is modeled as a continuous‐time one and the control inputs are implemented as discrete‐time signals. Sufficient conditions for the reliable sampled‐data mixed and passivity performance control law is established for the considered systems by constructing an appropriate Lyapunov–Krasovskii functional together with the Newton–Leibniz formula and free‐weighting matrix technique. More precisely, linear matrix inequality based sampled‐data methodology is employed to design the mixed and passivity formation controller to reject the impact of the formation changes being treated as disturbances. Simulation studies are performed based on the flight control model to verify the stability, performance, and effectiveness of the proposed design strategy. © 2015 Wiley Periodicals, Inc. Complexity 21: 420–429, 2016     

Sampled‐data reliable stabilization of T‐S fuzzy systems and its application

In this article, based on sampled‐data approach, a new robust state feedback reliable controller design for a class of Takagi–Sugeno fuzzy systems is presented. Different from the existing fault models for reliable controller, a novel generalized actuator fault model is proposed. In particular, the implemented fault model consists of both linear and nonlinear components. Consequently, by employing input‐delay approach, the sampled‐data system is equivalently transformed into a continuous‐time system with a variable time delay. The main objective is to design a suitable reliable sampled‐data state feedback controller guaranteeing the asymptotic stability of the resulting closed‐loop fuzzy system. For this purpose, using Lyapunov stability theory together with Wirtinger‐based double integral inequality, some new delay‐dependent stabilization conditions in terms of linear matrix inequalities are established to determine the underlying system's stability and to achieve the desired control performance. Finally, to show the advantages and effectiveness of the developed control method, numerical simulations are carried out on two practical models. © 2016 Wiley Periodicals, Inc. Complexity 21: 518–529, 2016     

Controller design for network‐based Markovian jump systems with unreliable communication links

This article is concerned with observer and controller design for networked control systems, where the considered plant refers to a class of discrete‐time communication delay Markovian jump systems. In the study, random packet losses and output quantization are considered simultaneously. The packet losses considered here includes sensor to controller and controller to actuator sides, which are modeled as two Bernoulli distributed white sequences, respectively. An observer‐based control scheme is developed to stabilize the closed‐loop systems. Finally, an illustrative example is provided to show the applicability of the proposed control method. © 2016 Wiley Periodicals, Inc. Complexity 21: 623–634, 2016     

基于开关控制的线性奇异系统的二次状态反馈镇定问题

主要讨论基于开关控制的线性奇异系统的二次状态反馈镇定问题.利用二次反馈镇定的概念,给出了线性奇异系统基于异步开关控制的二次状态反馈镇定问题可解的两个充分条件.进一步,对于带有范数有界的不确定项的奇异线性系统,给出了其可以基于异步开关控制的二次状态反馈鲁棒镇定的可解性条件.     

On Stability and Stabilizability of Singular Stochastic Systems with Delays

This paper deals with the class of continuous-time singular linear systems with Markovian jump parameters and time delays. Sufficient conditions on the stochastic stability and stochastic stabilizability are developed. A design algorithm for a state feedback controller which guarantees that the closed-loop dynamics will be regular, impulse free, and stochastically stable is proposed in terms of the solutions to linear matrix inequalities. The research of this author was supported by NSERC Grant RGPIN36444-02. The research of this author was supported by the Program for a New Century of Excellent Talents in the Universities and by the Foundation for the Authors of National Excellent Doctoral Dissertations of P. R. China, Grant 200240. The research of this author was supported by HKU Grant RGC 7029/05P.     

具时变时滞和 Markovian转换的不确定奇异随机系统的鲁棒 H_∞ 滤波(英文)

本文处理了一类具与模式有关的时变时滞和 Markovian转换的不确定奇异随机系统的鲁棒H∞滤波问题.所考虑的系统包含参数不确定性,Markovian参数,随机扰动和与模式有关的时变时滞.本文的目的是设计一个滤波器以保证滤波错误系统是正则的、无脉冲的、鲁棒指数均方稳定的和可达到一个给定的 H∞扰动衰减水平.文章首先得到所求鲁棒指数H∞滤波器存在的充分条件,然后给出所求滤波器参数的显示表示.     

Dynamic output feedback fault tolerant controller design for discrete-time switched systems with actuator fault

This paper investigates the problem of dynamic output feedback fault tolerant controller design for discrete-time switched systems with actuator fault. By using reduced-order observer method and switched Lyapunov function technique, a fault estimation algorithm is achieved for the discrete-time switched system with actuator fault. Then based on the obtained online fault estimation information, a switched dynamic output feedback fault tolerant controller is employed to compensate for the effect of faults by stabilizing the closed-loop systems. Finally, an example is proposed to illustrate the obtained results.