Mean square stability of linear stochastic neutral‐type time‐delay systems with multiple delays

This paper studies mean square exponential stability of linear stochastic neutral‐type time‐delay systems with multiple point delays by using an augmented Lyapunov‐Krasovskii functional (LKF) approach. To build a suitable augmented LKF, a method is proposed to find an augmented state vector whose elements are linearly independent. With the help of the linearly independent augmented state vector, the constructed LKF, and properties of the stochastic integral, sufficient delay‐dependent stability conditions expressed by linear matrix inequalities are established to guarantee the mean square exponential stability of the system. Differently from previous results where the difference operator associated with the system needs to satisfy a condition in terms of matrix norms, in the current paper, the difference operator only needs to satisfy a less restrictive condition in terms of matrix spectral radius. The effectiveness of the proposed approach is illustrated by two numerical examples.     

Finite‐time stability and stabilization of semi‐Markovian jump systems with time delay

Semi‐Markovian jump systems are more general than Markovian jump systems in modeling practical systems. On the other hand, the finite‐time stochastic stability is also more effective than stochastic stability in practical systems. This paper focuses on the finite‐time stochastic stability, exponential stochastic stability, and stabilization of semi‐Markovian jump systems with time‐varying delay. First, a new stability condition is presented to guarantee the finite‐time stochastic stability of the system by using a new Lyapunov‐Krasovskii functional combined with Wirtinger‐based integral inequality. Second, the stability criterion is further proved to guarantee the exponential stochastic stability of the system. Moreover, a controller design method is also presented according to the stability criterion. Finally, an example is provided to illustrate that the proposed stability condition is less conservative than other existing results. Additionally, we use the proposed method to design a controller for a load frequency control system to illustrate the effectiveness of the method in a practical system of the proposed method.     

Switched nonlinear singular systems with time‐delay: Stability analysis

This paper presents an approach to the stability analysis of a class of nonlinear interconnected continuous‐time singular systems with arbitrary switching signals. This class of interconnected subsystems consists of unknown but bounded state delay and nonlinear terms, and each subsystem can be globally stable, unstable, or locally stable. By constructing a new Lyapunov‐like Krasovskii functional, sufficient conditions are derived and formulated to check the asymptotic (exponential) stability of such systems with arbitrary switching signals. Then, some new general criteria for asymptotic (exponential) stability with average dwell‐time switching signals are also established. The theoretical developments are demonstrated by two numerical simulations. Copyright © 2014 John Wiley & Sons, Ltd.     

Passivity Analysis and Synthesis for a Class of Discrete‐Time Switched Stochastic Systems with Time‐Varying Delay

This paper deals with the problems of passivity and passification for a class of discrete‐time switched stochastic systems with time‐varying delay. Based on the average dwell time approach, the piecewise Lyapunov function technique, and the free‐weighting matrix method, a new Lyapunov functional is proposed and sufficient conditions for mean‐square exponential stability and stochastic passivity are developed under average dwell time switching. Moreover, an estimate of state decay can be calculated in terms of linear matrix inequalities (LMIs). Then, the solvability condition for passification is established and the corresponding controller is designed. Two numerical examples are given to show the effectiveness of the proposed methods.     

On the stability issues of switched singular time‐delay systems with slow switching based on average dwell‐time

The issue of exponential stability analysis of continuous‐time switched singular systems consisting of a family of stable and unstable subsystems with time‐varying delay is investigated in this paper. It is very difficult to analyze the stability of such systems because of the existence of time‐delay and unstable subsystems. In this regard, on the basis of the free‐weighting matrix approach, by constructing the new Lyapunov‐like Krasovskii functional, and using the average dwell‐time approach, delay‐dependent sufficient conditions are derived and formulated in terms of LMIs to check the exponential stability of such systems. This paper also highlights the relationship between the average dwell‐time of the switched singular time‐delay system, its stability, exponential convergence rate of differential states, and algebraic states. Finally, a numerical example is given to confirm the analytical results and illustrate the effectiveness of the proposed strategy. Copyright © 2012 John Wiley & Sons, Ltd.     

Stability analysis and design of nonlinear sampled‐data systems under aperiodic samplings

In this paper, the problem of exponential stability analysis and the design of sampled‐data nonlinear systems have been studied using a polytopic linear parameter‐varying approach. By means of modeling a new double‐layer polytopic formulation for nonlinear sampled‐data systems, a modified form of piecewise continuous Lyapunov‐Krasovskii functional is proposed. This approach provides less conservative robust exponential stability conditions by using Wirtinger's inequality in terms of linear matrix inequalities. The distances between the real continuous parameters of the plant and the measured parameters of the controller are modeled by convex sets, and the analysis/design conditions are given at the vertices of some hyper‐rectangles. In order to get tractable linear matrix inequality conditions for the stabilization problem, we performed relaxation by introducing a slack variable matrix. Under the new stability criteria, an approach is introduced to synthesize a sampled‐data polytopic linear parameter‐varying controller considering some constraints on the location of the closed‐loop poles in the presence of uncertainties on the varying parameters. It is shown that the proposed controller guarantees the exponential stability of the closed‐loop system for aperiodic sampling periods smaller than a known value, ie, maximum allowable sampling period. Finally, the effectiveness of the proposed approach is verified and compared with some state‐of‐the‐art existing approaches through numerical simulations.     

Control of a 2 × 2 coupled linear hyperbolic system sandwiched between 2 ODEs

Motivated by an engineering application in cable mining elevators, we address a new problem on stabilization of 2×2 coupled linear first‐order hyperbolic PDEs sandwiched between 2 ODEs. A novel methology combining PDE backstepping and ODE backstepping is proposed to derive a state‐feedback controller without high differential terms. The well‐posedness and invertibility properties of the PDE backstepping transformation are proved. All states, including coupled linear hyperbolic PDEs and 2 ODEs, are included in the closed‐loop exponential stability analysis. Moreover, boundedness and exponential convergence of the designed controller are proved. The performance is investigated via numerical simulation.     

An analysis of the exponential stability of linear stochastic neutral delay systems

This paper is concerned with the analysis of the mean square exponential stability and the almost sure exponential stability of linear stochastic neutral delay systems. A general stability result on the mean square and almost sure exponential stability of such systems is established. Based on this stability result, the delay partitioning technique is adopted to obtain a delay‐dependent stability condition in terms of linear matrix inequalities (LMIs). In obtaining these LMIs, some basic rules of the Ito calculus are also utilized to introduce slack matrices so as to further reduce conservatism. Some numerical examples borrowed from the literature are used to show that, as the number of the partitioning intervals increases, the allowable delay determined by the proposed LMI condition approaches h_max, the maximal allowable delay for the stability of the considered system, indicating the effectiveness of the proposed stability analysis. Copyright © 2013 John Wiley & Sons, Ltd.     

Delay‐Dependent Exponential Stability for Discrete‐Time Singular Switched Systems with Time‐Varying Delay

In this paper, the exponential stability problem is investigated for a class of discrete‐time singular switched systems with time‐varying delay. By using a new Lyapunov functional and average dwell time scheme, a delay‐dependent sufficient condition is established in terms of linear matrix inequalities for the considered system to be regular, causal, and exponentially stable. Different from the existing results, in the considered systems the corresponding singular matrices do not need to have the same rank. A numerical example is given to demonstrate the effectiveness of the proposed result.     

Exponential Stabilization of Switched Discrete‐Time Systems with All Unstable Modes

This paper studies the exponential stabilization of switched discrete‐time systems whose subsystems are unstable. A new sufficient condition for the exponential stability of the class of systems is proposed. The result obtained is based on the determination of a lower bound of the maximum dwell time by virtue of the multiple Lyapunov functions method. The key feature is that the given stability condition does not need the value of the Lyapunov function to uniformly decrease at every switching instant. An example is provided to illustrate the effectiveness of the proposed result.     

On exponential stability of linear networked control systems

This paper addresses exponential stability of linear networked control systems. More specifically, the paper considers a continuous‐time linear plant in feedback with a linear sampled‐data controller with an unknown time varying sampling rate, the possibility of data packet dropout, and an uncertain time varying delay. The main contribution of this paper is the derivation of new sufficient stability conditions for linear networked control systems taking into account all of these factors. The stability conditions are based on a modified Lyapunov–Krasovskii functional. The stability results are also applied to the case where limited information on the delay bounds is available. The case of linear sampled‐data systems is studied as a corollary of the networked control case. Furthermore, the paper also formulates the problem of finding a lower bound on the maximum network‐induced delay that preserves exponential stability as a convex optimization program in terms of linear matrix inequalities. This problem can be solved efficiently from both practical and theoretical points of view. Finally, as a comparison, we show that the stability conditions proposed in this paper compare favorably with the ones available in the open literature for different benchmark problems. Copyright © 2012 John Wiley & Sons, Ltd.     

Exponential stability and exponential stabilization of singularly perturbed stochastic systems with time‐varying delay

In this paper, the problems of exponential stability and exponential stabilization for linear singularly perturbed stochastic systems with time‐varying delay are investigated. First, an appropriate Lyapunov functional is introduced to establish an improved delay‐dependent stability criterion. By applying free‐weighting matrix technique and by equivalently eliminating time‐varying delay through the idea of convex combination, a less conservative sufficient condition for exponential stability in mean square is obtained in terms of ε‐dependent linear matrix inequalities (LMIs). It is shown that if this set of LMIs for ε=0 are feasible then the system is exponentially stable in mean square for sufficiently small ε?0. Furthermore, it is shown that if a certain matrix variable in this set of LMIs is chosen to be a special form and the resulting LMIs are feasible for ε=0, then the system is ε‐uniformly exponentially stable for all sufficiently small ε?0. Based on the stability criteria, an ε‐independent state‐feedback controller that stabilizes the system for sufficiently small ε?0 is derived. Finally, numerical examples are presented, which show our results are effective and useful. Copyright © 2010 John Wiley & Sons, Ltd.     

Delay‐range‐dependent H∞ control for Markovian jump systems with mode‐dependent time delays

This paper considers mean‐square exponential stability and H_∞ control problems for Markovian jump systems (MJSs) with time delays which are time‐varying in an interval and depend on system mode. By exploiting a novel Lyapunov‐Krasovskii functional which takes into account the range of delay, and by making use of some techniques, new delay‐range‐dependent stability result and bounded real lemma for MJSs are obtained, where the introduction of the lower bound of delay is shown to be advantageous for reducing conservatism. Moreover, a sufficient condition for the solvability of the H_∞ control problem is derived in terms of linear matrix inequalities. Finally, illustrative examples are presented to show the advantage and effectiveness of the proposed approaches. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

带马尔科夫跳的模态相关时变时滞随机系统的状态反馈控制器设计

针对带马尔科夫跳的模态相关时变时滞系统得到了一个改进的均方指数稳定结果并设计了状态反馈控制器. 首先, 通过构造一个改进的Lyapunov-Krasovskii泛函, 以线性矩阵不等式的形式给出一个均方指数稳定性条件; 这里, 衰减率可以是一个在区间内取值的有限常数, 同时, 时变时滞的导数上界不要求小于1; 基于得到的稳定性条件, 设计了状态反馈的控制器. 最后, 通过两个仿真算例验证了所得理论的结果的有效性, 并与已有结果相比较, 保守性较弱.     

Further results on delay‐dependent robust stability conditions of uncertain neutral systems

This paper deals with the problem of robust stability analysis for uncertain neutral systems. In terms of a linear matrix inequality (LMI), an improved delay‐dependent asymptotic stability criterion is developed without using bounding techniques on the related cross product terms. Based on this, a new delay‐dependent LMI condition for robust stability is obtained. Numerical examples are provided to show that the proposed results significantly improve the allowed upper bounds of the delay size over some existing ones in the literature. Copyright © 2005 John Wiley & Sons, Ltd.     

Exponential H∞ filtering for nonlinear discrete‐time switched stochastic systems with mixed time delays and random missing measurements

This paper is concerned with the exponential H_∞ filtering for a class of nonlinear discrete‐time switched stochastic hybrid systems with mixed time delays and random missing measurements. The switched system under study involves stochastic disturbance, time‐varying discrete delay, bounded distributed delay and nonlinearity. Attention is focused on the design of a mode‐dependent filter that guarantees the exponential stability in the mean‐square sense and a prescribed H_∞ noise attenuation level for the filtering error dynamics. By constructing a new Lyapunov functional and using the average dwell time scheme, a new delay‐dependent sufficient condition for the existence of the filter is presented in terms of linear matrix inequalities. A numerical example is finally given to show the effectiveness of the proposed design method. Copyright © 2011 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Exponential Stability and Stabilization for Quadratic Discrete‐Time Systems with Time Delay

In this note, we deal with the exponential stability and stabilization problems for quadratic discrete‐time systems with time delay. By using the quadratic Lyapunov function and a so called ‘Finsler's lemma', delay‐independent sufficient conditions for local stability and stabilization for quadratic discrete‐time systems with time delay are derived in terms of linear matrix inequalities (LMIs). Based on these sufficient conditions, iterative linear matrix inequality algorithms are proposed for maximizing the stability regions of the systems. Finally, two examples are given to illustrate the effectiveness of the methods presented in this paper.     

Improved exponential stability for stochastic Markovian jump systems with nonlinearity and time‐varying delay

This paper is concerned with delay‐dependent exponential stability for stochastic Markovian jump systems with nonlinearity and time‐varying delay. An improved exponential stability criterion for stochastic Markovian jump systems with nonlinearity and time‐varying delay is proposed without ignoring any terms by considering the relationship among the time‐varying delay, its upper bound and their difference, and using both Itô's differential formula and Lyapunov stability theory. A numerical example is given to illustrate the effectiveness and the benefits of the proposed method. Copyright © 2009 John Wiley & Sons, Ltd.     

Delay‐dependent stability and H∞ control of stochastic time‐delay systems with Markovian jumping parameters

In this paper, the mean‐square exponential stability and H_∞ control problems are investigated for a general class of stochastic time‐delay systems with Markovian jumping parameters. First, a delay‐dependent result in terms of linear matrix inequalities (LMIs) for mean‐square exponential stability and H_∞ performance analysis is presented by constructing a modified Lyapunov‐Krasovskii functional. The decay rate can be chosen in a range to be a finite positive constant without equation constraint. Then, based on the proposed stability result, we derive sufficient condition to solve the H_∞ controller design problem. Finally, numerical examples are provided to illustrate the effectiveness of the theoretical results. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Delay‐dependent robust stability analysis for switched time‐delay systems with polytopic uncertainties

In this paper, sufficient conditions are provided for the stability of switched retarded and neutral time‐delay systems with polytopic‐type uncertainties. It is assumed that the delay in the system dynamics is time‐varying and bounded. Parameter‐dependent Lyapunov functionals are employed to obtain criteria for the exponential stability of the system in the form of linear matrix inequality (LMI). Free‐weighting matrices are then provided to express the relationship between the system variables and the terms in the Leibniz–Newton formula. Numerical examples are presented to show the effectiveness of the results. Copyright © 2014 John Wiley & Sons, Ltd.