Guaranteed Cost Control for a Class of Uncertain Stochastic Impulsive Systems with Markovian Switching

Abstract

This article is concerned with the problem of guaranteed cost control for a class of uncertain stochastic impulsive systems with Markovian switching. To the best of our knowledge, it is the first time that such a problem is investigated for stochastic impulsive systems with Markovian switching. For an uncontrolled system, the conditions in terms of certain linear matrix inequalities (LMIs) are obtained for robust stochastical stability and an upper bound is given for the cost function. For the controlled systems, a set of LMIs is developed to design a linear state feedback controller which can stochastically stabilize the class of systems under study and guarantee the given cost function to have an upper bound. Further, an optimization problem with LMI constraints is formulated to minimize the guaranteed cost of the closed-loop system. Finally, a numerical example is provided to show the effectiveness of the proposed method.     

Robust Control of Markovian Switching Stochastic Systems with Noise Dependent States and Inputs

A problem of state feedback stabilization of discrete-time stochastic processes under Markovian switching and random diffusion (noise) is considered. The jump Markovian switching is modeled by a discrete-time Markov chain. The control input is simultaneously applied to both the rate vector and the diffusion term. Sufficient conditions based on linear matrix inequalities (LMI's) for stochastic stability is obtained. The robustness results of such stability concept against all admissible uncertainties are also investigated. An example is given to demonstrate the obtained results.     

Optimal Guaranteed Cost Control of Stochastic Discrete-Time Systems with States and Input Dependent Noise Under Markovian Switching

A problem of robust guaranteed cost control of stochastic discrete-time systems with parametric uncertainties under Markovian switching is considered. The control is simultaneously applied to both the random and the deterministic components of the system. The noise (the random) term depends on both the states and the control input. The jump Markovian switching is modeled by a discrete-time Markov chain and the noise or stochastic environmental disturbance is modeled by a sequence of identically independently normally distributed random variables. Using linear matrix inequalities (LMIs) approach, the robust quadratic stochastic stability is obtained. The proposed control law for this quadratic stochastic stabilization result depended on the mode of the system. This control law is developed such that the closed-loop system with a cost function has an upper bound under all admissible parameter uncertainties. The upper bound for the cost function is obtained as a minimization problem. Two numerical examples are given to demonstrate the potential of the proposed techniques and obtained results.     

p-Moment Stability of Stochastic Nonlinear Delay Systems with Impulsive Jump and Markovian Switching

Abstract

This article is concerned with the problem of p-moment stability of stochastic differential delay equations with impulsive jump and Markovian switching. In this model, the features of stochastic systems, delay systems, impulsive systems, and Markovian switching are all taken into account, which is scarce in the literature. Based on Lyapunov–Krasovskii functional method and stochastic analysis theory, we obtain new criteria ensuring p-moment stability of trivial solution of a class of impulsive stochastic differential delay equations with Markovian switching.     

Stabilization of Stochastic Hybrid Linear Systems with Noise

Abstract

This article deals with the class of uncertain stochastic hybrid linear systems with noise. The uncertainties we are considering are of norm bounded type. The stochastic stabilization and robust stabilization problems are treated. Linear matrix inequality (LMI)-based sufficient conditions are developed to design the state feedback controller with constant gain that stochastically (robust stochastically) stabilizes the studied class of systems. Our results are mode independent and require only the complete access to the state vector. Numerical examples are given to show the effectiveness of the proposed results.     

Markov切换随机双线性系统依概率渐进稳定性

本文研究随机双线性系统大范围渐进稳定性。利用数学期望不等式给出了随机双线性系统渐进稳定的新标准。设计了一种非线性状态反馈控制器,利用类Riccati不等式推出了Markov切换随机双线性系统大范围依概率渐进稳定的充分条件。数值算例表明本文提出的方法是可行的。     

脉冲差分系统的Robust稳定性

运用Lyapunov函数法分析并建立了脉冲差分系统结构扰动下的R obust稳定性准则.     

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考察一类Markov切换时变时滞随机系统的均方指数稳定性. 利用基于Liapunov函数和线性矩阵不等式的方法, 给出了使状态反馈控制系统能克服不确定性和随机干扰, 在均方意义下达到指数稳定的充分条件. 当Markov链遍历所有模态时, 给出了一个独立于Markov链模态集的增益矩阵, 使得状态反馈控制系统均方指数稳定     

Delay-Dependent Criteria for Robust Stabilization of Markovian Switching Networks with Time-Varying Delay

Abstract

A problem of feedback stabilization of hybrid systems with time-varying delay and Markovian switching is considered. Delay-dependent sufficient conditions for stability based on linear matrix inequalities (LMI's) for stochastic asymptotic stability is obtained. The stability result depended on the mode of the system and of delay-dependent. The robustness results of such stability concept against all admissible uncertainties are also investigated. This new delay-dependent stability criteria is less conservative than the existing delay-independent stability conditions. An example is given to demonstrate the obtained results.     

Numerical Solution to Hybrid Stochastic Differential Systems

Abstract

In this article numerical methods for solving hybrid stochastic differential systems of Itô-type are developed by piecewise application of numerical methods for SDEs. We prove a convergence result if the corresponding method for SDEs is numerically stable with uniform convergence in the mean square sense. The Euler and Runge–Kutta methods for hybrid stochastic differential equations are specifically described and the order of the error is given for the Euler method. A numerical example is given to illustrate the theory.     

随机脉冲微分系统指数稳定性

该文首先给出了具有随机脉冲时刻影响的非线性微分系统 模型，然后得到了该模型零解的p阶矩指数稳定和几乎必然指数稳定的充分条件，在所得结果中不要求dV(t,x(t)) /dt定负．最后，给出一个例子说明所得结果的应用．     

Delay Range-Dependent Stability Analysis for Markovian Jumping Stochastic Systems with Nonlinear Perturbations

This article addresses the problem of delay-dependent stability for Markovian jumping stochastic systems with interval time-varying delays and nonlinear perturbations. The delay is assumed to be time-varying and belongs to a given interval. By resorting to Lyapunov–Krasovskii functionals and stochastic stability theory, a new delay interval-dependent stability criterion for the system is obtained. It is shown that the addressed problem can be solved if a set of linear matrix inequalities (LMIs) are feasible. Finally, a numerical example is employed to illustrate the effectiveness and less conservativeness of the developed techniques.     

比较原理和带马尔可夫调制的随机泛函微分方程

本文考虑带马尔可夫调制的随机泛函微分方程解的不稳定性,通过建立的新的比较原理,得到一些不稳定的判据.     

Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching

Abstract

In this paper, we investigate the stability in terms of two measures for stochastic differential equations with Markovian switching by using the method of Lyapunov functions. Our new theory can not only be used to show a given system to be stochastically stable in the classical sense, but can also be used to deal with some situations where the classical stability theory is not applicable.     

含有色乘积噪声的线性随机系统的滤波

首先利用新息分析法给出了含乘积噪声系统状态的最优预测和估计公式,然后证明了较为一般的条件下其最优线性递推滤波是不存在的,最后考虑到实际应用的方便,给出了一个简单的近似递推滤波算法。     

Solvability and Optimal Controls of Fractional Impulsive Stochastic Evolution Equations with Nonlocal Conditions

This paper deals with the solvability and optimal controls of a class of impulsive fractional stochastic evolution equations with nonlocal initial conditions in a Hilbert space. Firstly, the existence and uniqueness of mild solutions for the considered system are investigated. Then, we derive the existence conditions of optimal pairs to the control systems. In the end, an example is presented to illustrate the effectiveness of our abstract results.     

具有马尔可夫调制的随机微分方程数值解的收敛性

本文在无穷维Hilbert空间中研究了一类具有马尔可夫调制的随机微分方程(SDEwMSs).在一般情况下SDEwMSs没有解析解.因此合适的数值逼近法,例如欧拉法,就是在研究它们性质时所采用的重要工具.本文在较弱的条件下不仅证明了欧拉近似解收敛于SDEwMSs的精确解(分析解),而且给出了欧拉近似阶的界.     

Stochastic stability for Markovian jump linear systems associated with a finite number of jump times

This paper deals with a stochastic stability concept for discrete-time Markovian jump linear systems. The random jump parameter is associated to changes between the system operation modes due to failures or repairs, which can be well described by an underlying finite-state Markov chain. In the model studied, a fixed number of failures or repairs is allowed, after which, the system is brought to a halt for maintenance or for replacement. The usual concepts of stochastic stability are related to pure infinite horizon problems, and are not appropriate in this scenario. A new stability concept is introduced, named stochastic τ-stability that is tailored to the present setting. Necessary and sufficient conditions to ensure the stochastic τ-stability are provided, and the almost sure stability concept associated with this class of processes is also addressed. The paper also develops equivalences among second order concepts that parallels the results for infinite horizon problems.     

具有Hille-Yosida算子的非线性随机脉冲泛函微分包含的可控性

本文研究具有Hille-Yosida算子的非线性随机脉冲泛函微分包含的可控性.假设多值非线性和脉冲函数满足由非紧性测度表示的正则性条件,利用非紧性测度理论和多值凝聚不动点定理,得到这类微分包含的可控性的充分条件.     

Impulsive Markov jump linear systems: Stability analysis and H2 control

In this work, we present an impulsive Markov jump linear system model. We show how the present model generalises previous works from the literature, and we devise necessary and sufficient conditions for stability and performance, together with mode-dependent state-feedback control design conditions for such systems. An applied example shows how the developed theory can be used to control strategies under actuator and sensor failures.