Stochastic stability properties of jump linear systems

Jump linear systems are defined as a family of linear systems with randomly jumping parameters (usually governed by a Markov jump process) and are used to model systems subject to failures or changes in structure. The authors study stochastic stability properties in jump linear systems and the relationship among various moment and sample path stability properties. It is shown that all second moment stability properties are equivalent and are sufficient for almost sure sample path stability, and a testable necessary and sufficient condition for second moment stability is derived. The Lyapunov exponent method for the study of almost sure sample stability is discussed, and a theorem which characterizes the Lyapunov exponents of jump linear systems is presented. Finally, for one-dimensional jump linear system, it is proved that the region for δ-moment stability is monotonically converging to the region for almost sure stability at δ↓0⁺     

线性时滞系统时滞独立稳定的充分条件

利用Lyapunov稳定性理论，通过一个推广的Lyapunov矩阵方程得出时滞独立稳定的充分条件，基于这个充分条件建立了几个判定线性时滞系统稳定性的简单判据，并推导出系统具有任意指定收敛速度指数稳定的充分条件。计算例子说明了所得结果的有效性。     

Stability analysis and stabilization of networked linear systems with random packet losses

This paper is concerned with the stability analysis and stabilization of networked discrete-time and sampled-data linear systems with random packet losses. Asymptotic stability, mean-square stability, and stochastic stability are considered. For networked discrete-time linear systems, the packet loss period is assumed to be a finite-state Markov chain. We establish that the mean-square stability of a related discrete-time system which evolves in random time implies the mean-square stability of the system in deterministic time by using the equivalence of stability properties of Markovian jump linear systems in random time. We also establish the equivalence of asymptotic stability for the systems in deterministic discrete time and in random time. For networked sampled-data systems, a binary Markov chain is used to characterize the packet loss phenomenon of the network. In this case, the packet loss period between two transmission instants is driven by an identically independently distributed sequence assuming any positive values. Two approaches, namely the Markov jump linear system approach and randomly sampled system approach, are introduced. Based on the stability results derived, we present methods for stabilization of networked sampled-data systems in terms of matrix inequalities. Numerical examples are given to illustrate the design methods of stabilizing controllers.     

Sufficient and necessary conditions for the stability of second-order switched linear systems under arbitrary switching

Many practical systems can be modelled as switched systems, whose stability problem is challenging even for linear subsystems. In this article, the stability problem of second-order switched linear systems with a finite number of subsystems under arbitrary switching is investigated. Sufficient and necessary stability conditions are derived based on the worst-case analysis approach in polar coordinates. The key idea of this article is to partition the whole state space into several regions and reduce the stability analysis of all the subsystems to analysing one or two worst subsystems in each region. This article is an extension of the work for stability analysis of second-order switched linear systems with two subsystems under arbitrary switching.     

Constant and switching gains in semi-active damping of vibrating structures

A limit cycle is the stability boundary for linear and non-linear control systems. Hamiltonian mechanics and power flow control are employed to demonstrate this property of limit cycles. The presentation begins with the concept of linear limit cycles which is extended to non-linear limit cycles. Many examples are used to demonstrate these concepts including linear and non-linear oscillators, power engineering, and an extension to a class of plane differential systems. Power flow control based on Hamiltonian mechanics is shown to be applicable to a large class of non-linear systems. Finally, eigenanalysis and flight stability for linear systems are extended to non-linear systems and is referred to as ‘the power flow principle of stability for non-linear systems’.     

Absolute stability analysis of discrete-time systems with composite quadratic Lyapunov functions

A generalized sector bounded by piecewise linear functions was introduced in a previous paper for the purpose of reducing conservatism in absolute stability analysis of systems with nonlinearity and/or uncertainty. This paper will further enhance absolute stability analysis by using the composite quadratic Lyapunov function whose level set is the convex hull of a family of ellipsoids. The absolute stability analysis will be approached by characterizing absolutely contractively invariant (ACI) level sets of the composite quadratic Lyapunov functions. This objective will be achieved through three steps. The first step transforms the problem of absolute stability analysis into one of stability analysis for an array of saturated linear systems. The second step establishes stability conditions for linear difference inclusions and then for saturated linear systems. The third step assembles all the conditions of stability for an array of saturated linear systems into a condition of absolute stability. Based on the conditions for absolute stability, optimization problems are formulated for the estimation of the stability region. Numerical examples demonstrate that stability analysis results based on composite quadratic Lyapunov functions improve significantly on what can be achieved with quadratic Lyapunov functions.     

Robust stability analysis of uncertain switched linear systems with unstable subsystems

The problem of robust stability for switched linear systems with all the subsystems being unstable is investigated. Unlike the most existing results in which each switching mode in the system is asymptotically stable, the subsystems may be unstable in this paper. A necessary condition of stability for switched linear systems is first obtained with certain hypothesis. Then, under two assumptions, sufficient conditions of exponential stability for both deterministic and uncertain switched linear systems are presented by using the invariant subspace theory and average dwell time method. Moreover, we further develop multiple Lyapunov functions and propose a method for constructing multiple Lyapunov functions for the considered switched linear systems with certain switching law. Several examples are included to show the effectiveness of the theoretical findings.     

Frequency-domain criteria of robust stability: Discrete-time and continuous-time systems,a unified approach

This paper is concerned with the stability and robust stability of linear discrete-time and continuous-time systems. The characteristic polynomials of linear systems are transformed into the general polynomials of discrete-time systems, and similarly to the hodogram of the discrete-time system, the stability and the robust stability for the general characteristic polynomials with parameter uncertainty are analysed by using the zero exclusion method, where the order of the system is not used specifically a condition for a stability.     

参数摄动混杂离散系统的鲁棒稳定性

采用线性矩阵不等式(LMI)方法研究离散事件状态转移条件为状态依赖的参数摄动线性混杂离散系统的鲁棒稳定性问题, 提出此类系统全局鲁棒渐近稳定性判定定理, 基于分段Lyapunov函数给出了一般混杂离散系统在Lyapunov意义下局部稳定的判定定理, 该定理可将线性混杂离散系统的稳定性问题转化为LMI问题, 在此基础上提出了参数摄动线性混杂离散系统在Lyapunov意义下局部鲁棒稳定的充分条件.     

Delay-Independent Stability Conditions for Time-Varying Nonlinear Uncertain Systems

A new stability criterion for time-varying systems consisting of linear and norm bounded nonlinear terms with uncertain time-varying delays is formulated. An explicit delay-independent sufficient stability condition is formulated in the terms of the transition matrix of the given linear part without delay and the bounds for the uncertain terms. The obtained condition turns out to be also necessary if the matrix of the linear part is time-invariant and symmetric; it is shown that these systems satisfy the well-known Aizerman's conjecture. The obtained criterion is contrasted by some of stability estimates available in the literature for these kinds of systems; in all cases the proposed criterion provides less conservative stability bounds.