Robust reliable H-infinity control for nonlinear uncertain stochastic time-delay systems with Markovian jumping parameters

This paper deals with the problems of robust reliable exponential stabilization and robust stochastic stabilization with H-infinity performance for a class of nonlinear uncertain time-delay stochastic systems with Markovian jumping parameters. The time delays are assumed to be dependent on the system modes. Delay-dependent conditions for the solvability of these problems are obtained via parameter-dependent Lyapunov functionals. Furthermore, it is shown that the desired state feedback controller can be designed by solving a set of linear matrix inequalities. Finally, the simulation is provided to demonstrate the effectiveness of the proposed methods.     

Robust exponential stability and stabilization of linear uncertain polytopic time-delay systems

This paper proposes new sufficient conditions for the exponential stability and stabilization.of linear uncertain polytopic time-delay systems. The conditions for exponential stability are expressed in terms of Kharitonov-type linear matrix inequalities （LMIs） and we develop control design methods based on LMIs for solving stabilization problem. Our method consists of a combination of the LMI approach and the use of parameter-dependent Lyapunov functionals, which allows to compute simultaneously the two bounds that characterize the exponetial stability rate of the solution. Numerical examples illustrating the conditions are given.     

Infinite time horizon nonzero-sum linear quadratic stochastic differential games with state and control-dependent noise

This paper discusses the infinite time horizon nonzero-sum linear quadratic （LQ） differential games of stochastic systems governed by Itoe＇s equation with state and control-dependent noise. First, the nonzero-sum LQ differential games are formulated by applying the results of stochastic LQ problems. Second, under the assumption of mean-square stabilizability of stochastic systems, necessary and sufficient conditions for the existence of the Nash strategy are presented by means of four coupled stochastic algebraic Riccati equations. Moreover, in order to demonstrate the usefulness of the obtained results, the stochastic H-two/H-infinity control with state, control and external disturbance-dependent noise is discussed as an immediate application.     

Robust stability and H-infinity control for uncertain discrete-time Markovian jump singular systems

The robust stability and stabilization, and H-infinity control problems for discrete-time Markovian jump singular systems with parameter uncertainties are discussed. Based on the restricted system equivalent （r.s.e.） transformation and by introducing new state vectors, the singular system is transformed into a discrete-time Markovian jump standard linear system, and the linear matrix inequality （LMI） conditions for the discrete-time Markovian jump singular systems to be regular, causal, stochastically stable, and stochastically stable with 7- disturbance attenuation are obtained, respectively. With these conditions, the robust state feedback stochastic stabilization problem and H-infinity control problem are solved, and the LMI conditions are obtained. A numerical example illustrates the effectiveness of the method given in the oaoer.     

Delay-dependent robust stabilization and H ∞ control for uncertain stochastic T-S fuzzy systems with discrete interval and distributed time-varying delays

In this paper, delay-dependent robust stabilization and H∞ control for uncertain stochastic Takagi-Sugeno (T-S) fuzzy systems with discrete interval and distributed time-varying delays are discussed. The purpose of the robust stochastic stabilization problem is to design a memoryless state feedback controller such that the closed-loop system is mean-square asymptotically stable for all admissible uncertainties. In the robust H∞ control problem, in addition to the mean-square asymptotic stability requirement, a prescribed H∞ performance is required to be achieved. Sufficient conditions for the solvability of these problems are proposed in terms of a set of linear matrix inequalities (LMIs) and solving these LMIs, a desired controller can be obtained. Finally, two numerical examples are given to illustrate the effectiveness and less conservativeness of our results over the existing ones.     

Sliding mode control of uncertain systems with distributed time-delay： parameter-dependent Lyapunov functional approach

The robust stability and robust sliding mode control problems are studied for a class of linear distributed time-delay systems with polytopic-type uncertainties by applying the parameter-dependent Lyapunov functional approach combining with a new method of introducing some relaxation matrices and tuning parameters, which can be chosen properly to lead to a less conservative result. First, a sufficient condition is proposed for robust stability of the autonomic system; next, the sufficient conditions of the robust stabilization controller and the existence condition of sliding mode are developed. The results are given in terms of linear matrix inequalities （LMIs）, which can be solved via efficient interior-point algorithms. A numerical example is presented to illustrate the feasibility and advantages of the proposed design scheme.     

Non-Monotonic Lyapunov-Krasovskii Functional Approach to Stability Analysis and Stabilization of Discrete Time-Delay Systems

In this paper, a novel non-monotonic Lyapunov-Krasovskii functional approach is proposed to deal with the stability analysis and stabilization problem of linear discrete time-delay systems. This technique is utilized to relax the monotonic requirement of the Lyapunov-Krasovskii theorem. In this regard, the Lyapunov-Krasovskii functional is allowed to increase in a few steps, while being forced to be overall decreasing. As a result, it relays on a larger class of Lyapunov-Krasovskii functionals to provide stability of a state-delay system. To this end, using the non-monotonic Lyapunov-Krasovskii theorem, new sufficient conditions are derived regarding linear matrix inequalities(LMIs)to study the global asymptotic stability of state-delay systems.Moreover, new stabilization conditions are also proposed for time-delay systems in this article. Both simulation and experimental results on a p H neutralizing process are provided to demonstrate the efficacy of the proposed method.     

Observer design and output feedback stabilization for linear singular time-delay systems with unknown inputs

The design of a functional observer and reduced-order observer with internal delay for linear singular timedelay systems with unknown inputs is discussed. The sufficient conditions of the existence of observers, which are normal linear time-delay systems, and the corresponding design steps are presented via linear matrix inequality（LMI）. Moreover, the observer-based feedback stabilizing controller is obtained. Three examples are given to show the effectiveness of the proposed methods.     

Delay-dependent robust stabilization for uncertain singular systems with discrete and distributed delays

This paper investigates the problem of delay-dependent robust stabilization for uncertain singular systems with discrete and distributed delays in terms of linear matrix inequality （LMI） approach. Based on a delay-dependent stability condition for the nominal system, a state feedback controller is designed, which guarantees the resultant closed- loop system to be robustly stable. An explicit expression for the desired controller is also given by solving a set of matrix inequalities. Some numerical examples are provided to illustrate the less conservativeness of the proposed methods.     

On stabilization for a class of nonlinear stochastic time-delay systems:a matrix inequality approach

This paper treats the feedback stabilization of nonlinear stochastic time-delay systems with state and control-dependent noise. Some locally (globally) robustly stabilizable conditions are given in terms of matrix inequalities that are independent of the delay size. When it is applied to linear stochastic time-delay systems, sufficient conditions for the state-feedback stabilization are presented via linear matrix inequalities. Several previous results are extended to more general systems with both state and control-dependent noise, and easy computation algorithms are also eiven.     

Finite‐Time Stability and Stabilization of Linear Itô Stochastic Systems with State and Control‐Dependent Noise

In this paper, finite‐time stability and stabilization problems for a class of linear stochastic systems are studied. First, a new concept of finite‐time stochastic stability is defined for linear stochastic systems. Then, based on matrix inequalities, some sufficient conditions under which the stochastic systems are finite‐time stochastically stable are given. Subsequently, the finite‐time stochastic stabilization is studied and some sufficient conditions for the existence of a state feedback controller and a dynamic output feedback controller are presented by using a matrix inequality approach. An algorithm is given for solving the matrix inequalities arising from finite‐time stochastic stability (stabilization). Finally, two examples are employed to illustrate the results.     

Reliable stabilization of stochastic time-delay systems with nonlinear disturbances

This paper is concerned with the stabilization problem for a class of continuous stochastic time-delay systems with nonlinear disturbances, parameter uncertainties and possible actuator failures. Both the stability analysis and synthesis problems are considered. The purpose of the stability analysis problem is to derive easy-to-test conditions for the uncertain nonlinear time-delay systems to be stochastically, exponentially stable. The synthesis problem, on the other hand, aims to design state feedback controllers such that the closed-loop system is exponentially stable in the mean square for all admissible uncertainties, nonlinearities, time-delays and possible actuator failures. It is shown that the addressed problem can be solved in terms of the positive definite solutions to certain algebraic matrix inequalities. Numerical examples are provided to demonstrate the effectiveness of the proposed design method.     

Exponential stability of switched stochastic delay systems with non-linear uncertainties

This article considers the robust exponential stability of uncertain switched stochastic systems with time-delay. Both almost sure (sample) stability and stability in mean square are investigated. Based on Lyapunov functional methods and linear matrix inequality techniques, new criteria for exponential robust stability of switched stochastic delay systems with non-linear uncertainties are derived in terms of linear matrix inequalities and average dwell-time conditions. Numerical examples are also given to illustrate the results.     

Stability and stabilization of nonlinear discrete‐time stochastic systems

This paper mainly studies the locally/globally asymptotic stability and stabilization in probability for nonlinear discrete‐time stochastic systems. Firstly, for more general stochastic difference systems, two very useful results on locally and globally asymptotic stability in probability are obtained, which can be viewed as the discrete versions of continuous‐time Itô systems. Then, for a class of quasi‐linear discrete‐time stochastic control systems, both state‐ and output‐feedback asymptotic stabilization are studied, for which, sufficient conditions are presented in terms of linear matrix inequalities. Two simulation examples are given to illustrate the effectiveness of our main results.     

基于观测器的时滞系统鲁棒控制器的设计

研究了一类不确定时滞系统基于观测器的鲁棒镇定问题,系统的不确定性时变未知且范数有界,目的是设计状态观测器和线性无记忆观测状态反馈控制器,使其能够镇定一类状态和控制输入不确定性时滞系统。基于Lyapunov稳定性理论,采用线形矩阵不等式这一有效工具,给出了系统基于观测状态反馈鲁棒镇定的充分条件,并且利用线形矩阵不等式的解构造了使得系统鲁棒稳定的基于观测状态反馈控制器,所得结果与时滞相关,从而相对减弱了控制器设计的保守性。数值算例表明了所提出的设计方法的有效性。     

一类具有非线性饱和执行器的不确定时滞系统鲁棒控制

研究一类具有非线笥饱和执行器朱确定线性时滞系统的鲁棒性镇定问题。所考虑的不确定时滞系统具有时变未知且有界的不确定参数和状态时滞。提出了新的鲁棒可镇定判据和相应的鲁棒无记忆状态反馈控制器设计方法。数值仿真例子说明了所提出方法的有效性。     

不确定离散时滞网络化系统的鲁棒H∞控制

研究了不确定离散时滞网络系统的鲁棒H∞控制问题。在假设数据丢失过程是一个独立同分布过程的情况下,运用随机Lyapunov函数方法,得到了网络化系统均方渐近稳定且满足给定H∞性能指标的充分条件,并利用线性矩阵不等式方法给出镇定控制器的设计,仿真表明该方法的有效性。     

不确定多状态滞后系统时滞相关鲁棒稳定与镇定

针对具有范数有界参数不稳定性的多态性滞后系统,本文提出了与系统时滞相关的鲁棒稳定性判据,并给出了一种无记忆的时滞相关的鲁棒稳定控制率的设计方法,本文的结果与系统的时滞大小有关,并采用ＬＭＩ描述。