| 离散随机Markov跳跃系统有限时间有界控制 |
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| 引用本文： | 周绍伟,陈兵.离散随机Markov跳跃系统有限时间有界控制[J].控制与决策,2017,32(12):2285-2290. |
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| 作者姓名： | 周绍伟 陈兵 |
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| 作者单位： | 青岛大学复杂性科学研究所,山东青岛266071;山东科技大学数学与系统科学学院,山东青岛266590,青岛大学复杂性科学研究所,山东青岛266071 |
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| 基金项目： | 国家自然科学基金项目(61473160,61503224)；山东省优秀中青年科学家科研奖励基金项目(BS2014SF005)；山东省博士后创新项目专项资金项目(201403009)；青岛市博士后应用研究项目；山东省高等学校优秀中青年骨干教师国际合作培养计划项目；山东科技大学科研创新团队支持计划项目(2015TDJH105). |
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| 摘 要： | 研究一类带乘性噪声的离散时间随机Markov跳跃系统的有限时间控制问题.首先,定义系统的有限时间稳定和有限时间有界,通过逐次迭代和条件期望给出系统有限时间稳定的充分必要条件;其次,针对含干扰的系统,利用Lyapunov方法和线性矩阵不等式技术得到系统有限时间有界的充分条件并设计状态反馈镇定控制器;然后,进一步考虑转移概率信息不完全下的有限时间有界问题;最后,通过数值例子验证了所提出方法的有效性.
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| 关 键 词： | Markov跳跃系统 有限时间控制 稳定性 转移概率 |
Finite-time boundedness control of discrete stochastic Markov jumping systems |
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| ZHOU Shao-wei and CHEN Bing.Finite-time boundedness control of discrete stochastic Markov jumping systems[J].Control and Decision,2017,32(12):2285-2290. |
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| Authors: | ZHOU Shao-wei and CHEN Bing |
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| Affiliation: | Institute of Complexity Science, Qingdao University,Qingdao 266071,China;College of Mathematics and Systems Science,Shandong University of Science and Technology,Qingdao 266590,China and Institute of Complexity Science, Qingdao University,Qingdao 266071,China |
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| Abstract: | The finite-time control of discrete-time stochastic Markov jumping systems with multiplicative noise is studied. Firstly, the definitions of finite-time stability and finite-time boundedness are given. The necessary and sufficient condition of finite-time stability is obtained by successive iteration and conditional expectation. Then, the sufficient condition and the state feedback controller design of the system with disturb are realized by using the Lyapunov method and linear matrix inequality technology. Furthermore, the finite-time boundedness is considered under the incomplete information of transition probability. Finally, the effectiveness of the introduced method is verified by a numerical example. |
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