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 given.     

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.     

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。     

Robust control of state delayed systems with polytopic type uncertainties via parameter-dependent Lyapunov functionals

This paper considers the problem of robust stability and robust stabilization for linear systems with a constant time-delay in the state and subject to real convex polytopic uncertainty. First of all, for robust stability problem, we exploit new matrix inequalities characterization of delay-dependent quadratic stability results, demonstrate that it allows the use of parameter-dependent Lyapunov functionals, and develop control design methods based on linear matrix inequalities (LMIs) for solving the robust control problem. Next, the problem of determining the maximum time-delay under which the system remains stable is cast into a generalized eigenvalue problem and thus solved by LMI techniques. Finally, illustrative examples are given to demonstrate the advantage of these new representations.     

一类时滞矩形广义系统的镇定

为研究时滞矩形广义系统的镇定问题,首先引入时滞动态补偿器对系统进行反馈补偿,然后构建一个合适的Lyapunov-Krasovskii泛函,并选取先进的积分不等式来处理泛函导数的积分项,进而获得了以严格线性矩阵不等式(LMI)表示的时滞矩形广义系统的镇定条件。在此基础上,利用迭代线性矩阵不等式的算法计算动态补偿器和反馈增益的参数矩阵。最后,通过数值算例验证了方法的有效性和优越性。     

On stabilization of bilinear uncertain time-delay stochasticsystems with Markovian jumping parameters

In this paper, we investigate the stochastic stabilization problem for a class of bilinear continuous time-delay uncertain systems with Markovian jumping parameters. Specifically, the stochastic bilinear jump system under study involves unknown state time-delay, parameter uncertainties, and unknown nonlinear deterministic disturbances. The jumping parameters considered here form a continuous-time discrete-state homogeneous Markov process. The whole system may be regarded as a stochastic bilinear hybrid system that includes both time-evolving and event-driven mechanisms. Our attention is focused on the design of a robust state-feedback controller such that, for all admissible uncertainties as well as nonlinear disturbances, the closed-loop system is stochastically exponentially stable in the mean square, independent of the time delay. Sufficient conditions are established to guarantee the existence of desired robust controllers, which are given in terms of the solutions to a set of either linear matrix inequalities (LMIs), or coupled quadratic matrix inequalities. The developed theory is illustrated by numerical simulation     

一类丢包时延网络控制系统的鲁棒H∞滤波

用随机马尔可夫跳变系统描述一类具有丢包时延的网络控制系统．为这类网络控制系统设计马尔可夫跳变滤波器,保证了滤波误差系统均方意义下随机渐近稳定,且噪声信号对估计误差的影响低于指定H∞ 性能水平,滤波器参数可通过求解线性矩阵不等式得到．最后通过仿真实例验证了所得结论的正确性和滤波器设计方法的有效性．     

凸多面体不确定随机时滞系统的参数依赖状态反馈控制

考虑了凸多面体不确定随机时滞系统的参数依赖状态反馈控制问题.把参数相关的Lyapunov-Krasovskii泛函方法和自由权矩阵方法相结合,得到了基于线性矩阵不等式(LMI)的时滞相关及参数相关的鲁棒镇定的充分条件.由于在引入自由权矩阵时,减少了所用的自由矩阵数目,使得给出的参数依赖的控制器更易于实现.最后用例子说明了结果的有效性.     

基于凸空间收缩滤波的噪声不确定时滞系统状态估计

针对受未知但有界噪声干扰的噪声不确定时滞系统, 提出了一种基于凸空间收缩滤波的系统状态估计方法. 首先, 利用凸空间定义包裹系统真实状态的可行集, 求解下一时刻的凸空间体形状矩阵; 随后从凸空间收缩角度, 利用当前时刻噪声和扰动构造带空间, 得到满足状态预测和量测更新条件的凸空间结构; 进而, 依据时滞系统约束条件构造线性规划不等式方程组, 利用线性规划求解该凸空间, 得到包裹状态可行集的最紧致凸空间体; 最后, 通过数值仿真与电池化成工艺变换器案例仿真, 验证了本文所提方法解决不确定时滞系统状态估计问题的有效性和准确性.     

模糊时滞系统的输出反馈控制及其稳定性分析

利用模糊T－S模型对一类不确定非线性时滞系统进行建模，在此基础上，提出了模糊不确定时滞系统的状态反馈控制及其输出反馈控制的设计，并给出了模糊闭环系统渐近稳定的充分条件，基于李亚普诺夫函数和线性矩阵不等式方法，证明了模糊系统的渐近稳定性。     

Quadratic stabilization for uncertain stochastic systems

This paper discusses the robust quadratic stabilization control problem for stochastic uncertain systems,where the uncertain matrix is norm bounded,and the external disturbance is a stochastic process.Two kinds of controllers are designed,which include state feedback case and output feedback case.The conditions for the robust quadratic stabilization of stochastic uncertain systems are given via linear matrix inequalities.The detailed design methods are presented.Numerical examples show the effectiveness of our results.     

Delay-dependent stability analysis and controller synthesis for Markovian jump systems with state and input delays

This paper focuses on the problem of delay-dependent robust stochastic stability analysis and controller synthesis for Markovian jump systems with state and input delays. It is assumed that the delays are constant and unknown, but their upper bounds are known. By constructing a new Lyapunov-Krasovskii functional and introducing some appropriate slack matrices, new delay-dependent stochastic stability and stabilization conditions are proposed by means of linear matrix inequalities (LMIs). An important feature of the results proposed here is that all the robust stability and stabilization conditions are dependent on the upper bound of the delays. Memoryless state feedback controllers are designed such that the closed-loop system is robustly stochastically stable. Some numerical examples are provided to illustrate the effectiveness of the proposed method.     

Robust H-infinity filter design for uncertain time-delay singular stochastic systems with Markovian jump

This paper deals with the problem of H-infinity filter design for uncertain time-delay singular stochastic systems with Markovian jump. Based on the extended It^o stochastic differential formula, sufficient conditions for the solvability of these problems are obtained. Furthermore, It is shown that a desired filter can be constructed by solving a set of linear matrix inequalities. Finally, a simulation example is given to demonstrate the effectiveness of the proposed method.