On designing overlapping group mode‐dependent H∞ controllers of discrete‐time Markovian jump linear systems with incomplete mode transition probabilities

This paper is concerned with overlapping group mode‐dependent H_∞ control for a discrete‐time Markovian jump linear system, where global modes of the system are not completely available for controller design. Firstly, a randomly overlapping decomposition method is developed to reformulate the system by a set of locally overlapping switched groups with accessible group modes. The reformulated system switches among different group modes in an overlapping manner. Secondly, an overlapping group mode‐dependent state feedback controller is delicately constructed. Compared with some existing mode‐dependent controllers in the literature, the proposed controller has three features: (i) it does not require all exact knowledge of global modes; (ii) it takes full advantage of group mode information of the reformulated system; and (iii) it allows overlapping local modes to exist in the formed groups. Thirdly, sufficient conditions on the existence of a desired overlapping group mode‐dependent state feedback controller are derived such that the resultant closed‐loop system is stochastically stable with prescribed H_∞ performance. Furthermore, the proposed method is extended to design overlapping group mode‐dependent state feedback controllers subject to incomplete mode transition probabilities. The proposed overlapping group mode‐dependent framework is shown to be more general and includes traditional Markovian jump linear systems with completely accessible global modes as its special case. In the case of only one group in the reformulated system, it is shown that some existing result in existing literature can be retrieved. Finally, two illustrative examples are given to show the effectiveness of the obtained theoretical results. Copyright © 2014 John Wiley & Sons, Ltd.     

Stabilisation and H∞ control of neutral stochastic delay Markovian jump systems

This paper investigates the exponential stabilisation and H_∞ control problem of neutral stochastic delay Markovian jump systems. First, a delay feedback controller is designed to stabilise the neutral stochastic delay Markovian jump system in the drift part. Second, sufficient conditions for the existence of feedback controller are proposed to ensure that the resulting closed-loop system is exponentially stable in mean square and satisfies a prescribed H_∞ performance level. Finally, numerical examples are provided to show the effectiveness of the proposed design methods.     

ROBUST H∞ CONTROL FOR UNCERTAIN STOCHASTIC SYSTEMS WITH MARKOVIAN SWITCHING AND TIME‐VARYING DELAYS

This paper is concerned with the problem of robust H_∞ control for uncertain stochastic systems with Markovian jump parameters and time‐varying state delays. A linear matrix inequality approach is developed and state feedback controllers are designed, which guarantee mean square asymptotic stability of the closed‐loop system and a prescribed H_∞ performance level for all modes and admissible uncertainties. A numerical example is provided to demonstrate the application of the proposed method.     

H∞ Output Feedback Control for Stochastic Systems with Mode-dependent Time-varying Delays and Markovian Jump Parameters

This paper deals with the H∞ control problems of Markovian jump systems with mode-dependent time delays. First, considering the mode-dependent time delays, a different delay-dependent H∞ performance condition for Markovian jump systems is proposed by constructing an improved Lyapunov-Krasovskii function. Based on this new H∞ disturbance attenuation criterion, a full-order dynamic output feedback controller that ensures the exponential mean-square stability and a prescribed H∞ performance level for the resulting closed-loop system is designed. Illustrative numerical examples are provided to demonstrate the effectiveness of the proposed approach.     

H∞ control for discrete‐time Markovian jump systems with partial information on transition probabilities

This paper focuses on mode‐dependent H_∞ state‐feedback control for a class of discrete‐time Markovian jump systems (MJSs) with partial information on transition probabilities (TPs). The augmented free‐connection weighting matrices are introduced by considering the influence of partial information of TPs on discrete‐time MJSs and the disturbance input on the state vector. As a result, the less conservative stability criterion and bounded real lemma (BRL) of MJSs with partly unknown TPs are obtained. Then the sufficient conditions for designing the mode‐dependent H_∞ controllers are derived in terms of linear matrix inequalities (LMIs). Numerical examples are given to illustrate the effectiveness and the merits of the proposed method.     

Delay-range-dependent robust stabilisation and H ∞ control for nonlinear uncertain stochastic fuzzy systems with mode-dependent time delays and Markovian jump parameters

This article focuses on the problems of robust stabilisation and H _∞ control for nonlinear uncertain stochastic systems with mode-dependent time delay and Markovian jump parameters represented by the Takagi–Sugeno (T-S) fuzzy model approach. The system under consideration involves parameter uncertainties, Itô-type stochastic disturbances, Markovian jump parameters and unknown nonlinear disturbances. The purpose is to design a state feedback controller such that the closed-loop system is robustly exponentially stable in the mean square and satisfies a prescribed H _∞ performance level. Novel delay-range-dependent conditions in the form of linear matrix inequalities (LMIs) are derived for the solvability of robust stabilisation and H _∞ control problem. A desired fuzzy controller can be constructed by solving a set solutions of LMIs and can be easily calculated by Matlab LMI control toolbox. Finally, a numerical example is presented to illustrate the proposed method.     

Observer-based dissipative control for Markovian jump systems via delta operators

This paper addresses the issue of observer-based dissipative control problem for a class of Markovian jump systems with random delay via delta operator approach. First, based on the construction of a novel Lyapunov functional together with the use of free-weighting matrix approach, a new set of sufficient conditions is established which ensures the stochastic asymptotic stability and dissipativity of the closed-loop augmented Markovian jump delta operator system. Next, the result is extended to design an observer-based state feedback dissipative control law such that the resulting closed-loop system is stochastically asymptotically stable with the desired dissipative performance index. Further, the existence of control laws is formulated in the form of linear matrix inequalities (LMIs) which can be easily solved by using some standard numerical packages. Also, the observer and control gains can be calculated by using the solutions of an obtained set of LMIs. It is worth pointing out that the dissipative control problem considered here includes the H_∞ and passivity-based control problems as special cases. Finally, two numerical examples with simulation are presented to demonstrate the effectiveness of the obtained design technique.     

Simultaneous robust normalization and delay‐dependent robust H∞ stabilization for singular time‐delay systems with uncertainties in the derivative matrices

This paper investigates the problem of simultaneous robust normalization and delay‐dependent H_∞ control for a class of singular time‐delay systems with uncertainties. Not only the state and input matrices but also the derivative matrices of the considered systems are assumed to have uncertainties. New sufficient conditions for the existence of a proportional plus derivative state feedback H_∞ controller are derived as LMIs such that the closed‐loop singular system is normal, stable, and guarantee a specific level of performance. Specially, a static state feedback H_∞ controller alone or a state‐derivative feedback H_∞ controller alone can unite to be dealt with by applying our proposed method. Two simulation examples are provided to demonstrate the effectiveness of the proposed approach in this paper. Copyright © 2014 John Wiley & Sons, Ltd.     

Decentralized stabilization of Markovian jump interconnected systems with unknown interconnections and measurement errors

This paper investigates the decentralized output feedback control problem for Markovian jump interconnected systems with unknown interconnections and measurement errors. Different from some existing results, the global operation modes of all subsystems are not required to be completely accessible for the decentralized control system. A decentralized dynamic output feedback controller is constructed using neighboring mode information and local outputs, where the measurement errors between actual and measured outputs are considered. Subsequently, a new design method is developed such that the resultant closed‐loop system is stochastically stable and satisfying an L_∞‐norm constraint. Sufficient conditions are formulated by linear matrix inequalities, and the controller gains are characterized in terms of the solution of a convex optimization problem. Finally, an example is given to illustrate the effectiveness of the proposed theoretical results.     

Further results on H∞ control for discrete-time Markovian jump time-delay systems

This paper studies the problem of H_∞ control for a class of discrete-time Markovian jump systems with time delay. The purpose is to improve the existing results on H_∞ controller design for Markovian jump systems. A novel summation inequality is presented and an improved stability criterion for the system is derived by utilising the new inequality, which is proved to be less conservative than most results in the literature. Then the state feedback controller is designed, which guarantees the stochastic stability of the closed-loop system with a given disturbance attenuation. Numerical examples are provided to illustrate the effectiveness and advantages of the proposed techniques.     

Receding horizon H∞ control problems for sampled-data systems§

In this article, the receding horizon H_∞ control problems for sampled-data systems are considered. Since sampled-data systems can be rewritten as equivalent jump systems, the receding horizon H_∞ control problems for time-varying jump systems are considered first and the design methods of a state feedback receding horizon H_∞ controller and an output feedback receding horizon H_∞ controller are given. Then the obtained results are applied to sampled-data systems and the design methods of a state feedback receding horizon H_∞ controller and an output feedback receding horizon H_∞ controller are given. Two numerical examples are given to illustrate the theory.     

Asynchronous H∞ Dynamic Output Feedback Control for Markovian Jump Neural Networks with Time-varying Delays

In this paper, the problem of asynchronous robust H_∞ dynamic output feedback control for Markovian jump neural networks with norm-bounded parameter uncertainties and mode-dependent time-varying delays is investigated. The improved delay-dependent stochastic stability conditions and bounded real lemma are obtained by introducing the relaxation variables, which reduces the conservatism caused by boundary technology and model transformation. An improved Lyapunov-Krasovskii functional is constructed using linear matrix inequalities. On this basis, the solution of robust H_∞ dynamic output feedback problem and sufficient conditions for solving the problem of asynchronous dynamic output feedback controller are given respectively. Asynchronous dynamic output feedback controller is constructed to ensure that the closed-loop mode-dependent time-varying delays Markovian jump neural networks achieve different convergence speeds. The given H_∞ performance index is satisfied for the delays not bigger than a given upper bound. Numerical examples are employed to show the effectiveness and correctness of the method presented in this paper.

     

Robust stability and H∞ control for uncertain discrete Markovian jump singular systems with mode‐dependent time‐delay

The robust stochastic stability, stabilization and H_∞ control for mode‐dependent time‐delay discrete 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 standard linear system, and delay‐dependent linear matrix inequalities (LMIs) conditions for the mode‐dependent time‐delay discrete Markovian jump singular systems to be regular, causal and stochastically stable, and stochastically stable with γ‐disturbance attenuation are obtained, respectively. With these conditions, robust stabilization problem and robust H_∞ control problem are solved, and the LMIs sufficient conditions are obtained. A numerical example illustrates the effectiveness of the method given in the paper. Copyright © 2008 John Wiley & Sons, Ltd.     

Robust H∞ control for uncertain discrete‐time stochastic bilinear systems with Markovian switching

This paper is concerned with the problems of robust stochastic stabilization and robust H_∞ control for uncertain discrete‐time stochastic bilinear systems with Markovian switching. The parameter uncertainties are time‐varying norm‐bounded. For the robust stochastic stabilization problem, the purpose is the design of a state feedback controller which ensures the robust stochastic stability of the closed‐loop system irrespective of all admissible parameter uncertainties; while for the robust H_∞ control problem, in addition to the robust stochastic stability requirement, a prescribed level of disturbance attenuation is required to be achieved. Sufficient conditions for the solvability of these problems are obtained in terms of linear matrix inequalities (LMIs). When these LMIs are feasible, explicit expressions of the desired state feedback controllers are also given. An illustrative example is provided to show the effectiveness of the proposed approach. Copyright © 2005 John Wiley & Sons, Ltd.     

H∞ control problem of linear periodic piecewise time-delay systems

This paper investigates the H_∞ control problem based on exponential stability and weighted L₂-gain analyses for a class of continuous-time linear periodic piecewise systems with time delay. A periodic piecewise Lyapunov–Krasovskii functional is developed by integrating a discontinuous time-varying matrix function with two global terms. By applying the improved constraints to the stability and L₂-gain analyses, sufficient delay-dependent exponential stability and weighted L₂-gain criteria are proposed for the periodic piecewise time-delay system. Based on these analyses, an H_∞ control scheme is designed under the considerations of periodic state feedback control input and iterative optimisation. Finally, numerical examples are presented to illustrate the effectiveness of our proposed conditions.     

Robust finite-time control for a class of extended stochastic switching systems

This article proposes a new design approach for robust finite-time H _∞ control of a class of Markov jump systems with partially known information on the transition jump rates. The system under consideration involves norm-bounded parameter uncertainties and external disturbance. The problems of robust finite-time boundedness and finite-time stabilisation of the underlying systems are considered. Then, a H _∞ state feedback controller is designed. Sufficient conditions that consider only the known bounds on the transition jump rates are developed in the form of linear matrix inequalities. A numerical example is included to show the usefulness of the theoretic results obtained.     

Decentralised output feedback control of Markovian jump interconnected systems with unknown interconnections

The problem of decentralised output feedback control is addressed for Markovian jump interconnected systems with unknown interconnections and general transition rates (TRs) allowed to be unknown or known with uncertainties. A class of decentralised dynamic output feedback controllers are constructed, and a cyclic-small-gain condition is exploited to dispose the unknown interconnections so that the resultant closed-loop system is stochastically stable and satisfies an H_∞ performance. With slack matrices to cope with the nonlinearities incurred by unknown and uncertain TRs in control synthesis, a novel controller design condition is developed in linear matrix inequality formalism. Compared with the existing works, the proposed approach leads to less conservatism. Finally, two examples are used to illustrate the effectiveness of the new results.     

Observer-based Non-fragile Mixed Passivity and H∞ Feedback Control for Fuzzy Stochastic Jump System Subject to Quantized Measurements

This paper considers the topic of the observer-based non-fragile mixed passivity and H_∞ state feedback control for time-varying delay and norm-bounded parameter uncertainties fuzzy stochastic Markovian jump system subject to quantized measurements. The aim of this paper is to provide a suitable observer-based non-fragile state feedback controller to enhance stochastic stabilization of the closed-loop system and satisfy mixed passivity and H_∞ performance. By constructing mode-dependent Lyapunov-Krasovskii functional, novel conditions are achieved in virtue of linear matrix inequalities. Two examples including truck-trailer model are given to illustrate the effectiveness of the developed method.

     

Composite State Feedback of the Finite Frequency H∞ Control for Discrete‐Time Singularly Perturbed Systems

This paper mainly is concerned with the finite frequency H_∞ control for the discrete‐time singularly perturbed systems. A state feedback controller is designed to stabilize the whole system and to satisfy the desired design specifications. The generalized Kalman–Yakubovich–Popov (GKYP) lemma is used to convert the related frequency domain inequalities in finite frequency ranges to feasible linear matrix inequalities. Based on the Lyapunov stability method, stable conditions are obtained for discrete‐time singularly perturbed systems. A bounded real lemma then is derived, which characterizes the H_∞ norm performance in specific frequency ranges. Furthermore, the approach for the design of a composite state feedback controller is put forward combined with the unique frequency characteristics of singularly perturbed systems. Detailed analysis of the performance achieved by the piecewise composite controller is provided when it is applied to the original system, and the effectiveness and merits of the proposed controller are illustrated with a numerical result.     

Network-based event-triggered filtering for Markovian jump systems

The problem of event-triggered H_∞ filtering for networked Markovian jump system is studied in this paper. A dynamic discrete event-triggered scheme is designed to choose the transmitted data for different Markovian jumping modes. The time-delay modelling method is employed to describe the event-triggered scheme and the network-related behaviour, such as transmission delay, data package dropout and disorder, into a networked Markovian time-delay jump system. Furthermore, a sufficient condition is derived to guarantee that the resulting filtering error system is stochastically stable with a prescribed performance index. A co-design method for the H_∞ filter and the event-triggered scheme is then proposed. The effectiveness and potential of the theoretic results obtained are illustrated by a simulation example.