Robust stabilization and H∞ control of uncertain stochastic time‐delay systems with nonlinear perturbation

This paper investigates the problem of delay‐dependent robust stochastic stabilization and H_∞ control for uncertain stochastic nonlinear systems with time‐varying delay. System uncertainties are assumed to be norm bounded. Firstly, by using novel method to deal with the integral terms, robustly stochastic stabilization results are obtained for stochastic uncertain systems with nonlinear perturbation, and an appropriate memoryless state feedback controller can be chosen. Compared with previous results, the new technique can sufficiently utilize more negative items information. Then, robust H_∞ control for uncertain stochastic system with time‐varying delay and nonlinear perturbation is considered, and the controller is designed, which will guarantee that closed‐loop system is robustly stochastically stable with disturbance attenuation level. Finally, two numerical examples are listed to illustrate that our results are effective and less conservative than other reports in previous literature. Copyright © 2016 John Wiley & Sons, Ltd.     

Robust H∞ control for a class of quasi‐linear uncertain stochastic time‐varying delayed systems

This paper studies the H_∞ control for a class of quasi‐linear uncertain stochastic time‐varying delayed systems. Firstly, by using the linear matrix inequality (LMI) method, a sufficient condition is obtained for the robustly stochastic stability. Secondly, the robust H_∞ state feedback controller is designed, such that the considered system is not only internally stochastically stabilizable but also satisfies the robust H_∞ performance. The desired robust H_∞ controller is obtained via solving some LMIs. Finally, one example is provided to demonstrate the effectiveness of the proposed method.     

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.     

Robust H∞ control of uncertain linear impulsive stochastic systems

This paper develops robust stability theorems and robust H_∞ control theory for uncertain impulsive stochastic systems. The parametric uncertainties are assumed to be time varying and norm bounded. Impulsive stochastic systems can be divided into three cases, namely, the systems with stable/stabilizable continuous‐time stochastic dynamics and unstable/unstabilizable discrete‐time dynamics, the systems with unstable/unstabilizable continuous dynamics and stable/stabilizable discrete‐time dynamics, and the systems in which both the continuous‐time stochastic dynamics and the discrete‐time dynamics are stable/stabilizable. Sufficient conditions for robust exponential stability and robust stabilization for uncertain impulsive stochastic systems are derived in terms of an average dwell‐time condition. Then, a linear matrix inequality‐based approach to the design of a robust H_∞ controller for each system is presented. Finally, the numerical examples are provided to demonstrate the effectiveness of the proposed approach. Copyright © 2007 John Wiley & Sons, Ltd.     

Robust H∞ control for uncertain discrete‐time systems with probabilistic state delays

In this paper, we propose a novel design problem of robust H_∞ control for discrete‐time systems with probabilistic time delay, where both the variation range of the delay and the probability distribution of the delay taking values in an interval are available. Based on the information on the probability distribution of the delay taking values in an interval, a new modeling method is put forward, with which the probabilistic effects of the delay are reflected into a parameter matrix of certain transformed system. Based on such a new model, criteria for the H_∞ control design are derived by using a combination of the convexity of the matrix equations, the Lyapunov functional method and the linear matrix inequality technique. It is shown via numerical examples that our developed method in the paper can lead to less conservative results than those obtained by existing methods and, furthermore, if the probability distribution of the delay occurrence is available, the allowable upper bound of the delay may be larger than those derived for the case when only the variation range of the delay can be known. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Design of robust non‐fragile H∞ filters for uncertain neutral stochastic systems with distributed delays

This paper deals with the problem of robust non‐fragile H_∞ filtering for neutral stochastic systems with distributed delays and norm‐bounded parameter uncertainties. Attention is focused on the design of a filter which is subject to gain variations, such that the filtering error system is robustly stochastically stable with a prescribed H_∞ performance level for all admissible uncertainties. A delay‐dependent sufficient condition for the solvability of this problem is obtained in terms of a linear matrix inequality. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Robust H∞ control for networked systems with transmission delays and successive packet dropouts under stochastic sampling

This paper is concerned with the H_∞ performance analysis for networked control systems with transmission delays and successive packet dropouts under stochastic sampling. The parameter uncertainties are time‐varying norm‐bounded and appear in both the state and input matrices. If packet loss is considered the same as time delay, when models the networked control systems with successive packet dropouts and delays as ordinary linear system with input‐delay approach, due to sampling period is stochastic, then the delay caused by packet losses is a stochastic variable, which leads to difficulties in the stability analysis of the considered system. However, if we can transform the system with stochastic delay into a continuous system with stochastic parameter, we can solve the problem. In this paper, by assuming that the network packet loss rate and employing the information of probabilistic distribution of the time delays, the stochastic sampling system is transformed into a continuous‐time model with stochastic variable, which satisfies a Bernoulli distribution. By linear matrix inequality approach, sufficient conditions are obtained, which guarantee the robust mean‐square exponential stability of the system with an H_∞ performance. What's more, an H_∞ controller design procedure is then proposed, and a less conservative result is obtained by taking the probability into consideration. Finally, a numerical simulation example is employed to show the effectiveness of the obtained results. Copyright © 2016 John Wiley & Sons, Ltd.     

On exponential stability conditions of linear neutral stochastic differential systems with time‐varying delay

We consider a class of neutral stochastic systems with time‐varying delay and study the exponential stability in the mean square sense. We derive sufficient stability conditions via applying Lyapunov functional method along with some practical techniques. Firstly, in computing the constructed Lyapunov functional, we make use of some basic rules of Itô calculus to reduce the conservatism produced by noise because it, in principle, plays a negative role for preserving stability in the mean square sense. Also, it is an important observation that, using some slack matrices, we can create convex conditions to accommodate the computation to time‐varying delay. In the sequel, we use a perturbation approach to estimate the decay rate of state and come to the conclusion of stability. Finally, we include an example to demonstrate the effectiveness of the method. Copyright © 2012 John Wiley & Sons, Ltd.     

Robust H∞ output‐feedback control of retarded state‐multiplicative stochastic systems

Linear, state‐delayed, continuous‐time systems are considered with both stochastic and norm‐bounded deterministic uncertainties in the state–space model. The problem of robust dynamic H_∞ output‐feedback control is solved, for the stationary case, via the input–output approach where the system is replaced by a nonretarded system with additional deterministic norm‐bounded uncertainties. A delay‐dependent result is obtained which involves the solution of a simple linear matrix inequality. In this problem, a cost function is defined which is the expected value of the standard H_∞ performance cost with respect to the stochastic parameters. A practical example taken from the field of guidance control is given that demonstrates the applicability of the theory. Copyright © 2010 John Wiley & Sons, Ltd.     

Robust stability analysis of networked systems with varying delays

This article is concerned with networked controlled systems (NCS) with uncertain, varying, bounded transmission delays and asynchronous discrete-time static control laws. It is first shown that the delay variation gives rise to a discrete-time uncertain NCS model; robust stability analysis is carried out via a linear matrix inequality approach which, when combined with a directed parameter search, yields an estimate of robust stability bounds against any variations of the maximum allowable delay (constrained within one sampling period) that the closed-loop system can tolerate. The derived bounds are compared with other techniques relying on the singular values of the perturbed NCS-model. The presented simulation results prove the efficacy of the proposed control scheme.     

Delay‐dependent stability criterion and H∞ analysis for Markovian jump systems with time‐varying delays

This paper deals with the problems of stochastic stability and H_∞ analysis for Markovian jump linear systems with time‐varying delays. In terms of linear matrix inequalities, a less conservative delay‐dependent stability criterion for Markovian jump systems is proposed by constructing a different Lyapunov‐Krasovskii functional and introducing improved integral‐equalities approach, and a sufficient condition is derived from the H_∞ performance. Numerical examples are provided to demonstrate the efficiency and reduced conservatism of the results in this paper. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Robust mixed H2/H∞ delayed state feedback control of uncertain neutral systems with time‐varying delays

This paper considers the problem of robust mixed H₂/H_∞ delayed state feedback control for a class of uncertain neutral systems with time‐varying discrete and distributed delays. Based on the Lyapunov–Krasovskii functional theory, new required sufficient conditions are established in terms of delay‐range‐dependent linear matrix inequalities for the stability and stabilization of the considered system using some free matrices. The desired robust mixed H₂/H_∞ delayed state feedback control is derived based on a convex optimization method such that the resulting closed‐loop system is asymptotically stable and satisfies H₂ performance with a guaranteed cost and a prescribed level of H_∞ performance, simultaneously. Finally, a numerical example is given to illustrate the effectiveness of our approach. Copyright © 2008 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

BIBO stability and stabilization of networked control systems with short time‐varying delays

This paper presents a robust control approach to solve the stability and stabilization problems for networked control systems (NCSs) with short time‐varying delays. A new discrete‐time linear uncertain system model is proposed to describe the NCS, and the uncertainty of the network‐induced delay is transformed into the uncertainty of the system matrix. Based on the obtained uncertain system model, a sufficient BIBO stability condition for the closed‐loop NCS is derived by applying the small gain theorem. The obtained stability condition establishes a quantitative relation between the BIBO stability of the closed‐loop NCS and two delay parameters, namely, the delay upper bound and the delay variation range bound. Moreover, design procedures for the state feedback stabilizing controllers are also presented. An illustrative example is provided to demonstrate the effectiveness of the proposed method. Copyright © 2010 John Wiley & Sons, Ltd.     

Robust H∞ control of Markovian jump systems with uncertain switching probabilities

This paper is concerned with the robust H_∞ control problem for a class of Markovian jump systems with uncertain switching probabilities, whose uncertainties are assumed to be elementwise bounded. First, new criterion of H_∞ performance for such uncertain systems is given. Then, new sufficient condition for H_∞ controller is established as strict linear matrix inequalities. Finally, a numerical example is used to demonstrate the effectiveness of the proposed methods. Copyright © 2011 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Network‐based H∞ control for stochastic systems

This paper investigates the problem of network‐based control for stochastic plants. A new model of stochastic time‐delay systems is presented where both network‐induced delays and packet dropouts are taken into consideration for a sampled‐data network‐based control system. This model consists of two successive delay components in the state, and we solve the network‐based H_∞ control problem based on this model by a new stochastic delay system approach. The controller design for the sampled‐data systems is carried out in terms of linear matrix inequalities. Finally, we illustrate the methodology by applying these results to an air vehicle control problem. Copyright © 2008 John Wiley & Sons, Ltd.     

A new approach to network‐based H∞ control for stochastic systems

This paper deals with the problem of network‐based H_∞ control for a class of uncertain stochastic systems with both network‐induced delays and packet dropouts. The networked control system under consideration is represented by a stochastic model, which consists of two successive delay components in the state. The uncertainties are assumed to be time varying and norm bounded. Sufficient conditions for the existence of H_∞ controller are proposed to ensure exponentially stable in mean square of the closed‐loop system that also satisfies a prescribed performance. The conditions are expressed in the frame of linear matrix inequalities (LMIs), which can be verified easily by means of standard software. Two practical examples are provided to show the effectiveness of the proposed techniques. Copyright © 2011 John Wiley & Sons, Ltd.     

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 robust H∞ control for uncertain stochastic time‐delay systems

This paper investigates the robust H_∞ control problem for stochastic systems with a delay in the state. Sufficient delay‐dependent conditions for the existence of state‐feedback controllers are proposed to guarantee mean‐square asymptotic stability as well as the prescribed H_∞ performance for the closed‐loop systems. Moreover, the results are further extended to the stochastic time‐delay systems with parameter uncertainties, which are assumed to be time‐varying norm‐bounded appearing in both the state and the input matrices. The appealing idea is to partition the delay, which differs greatly from the most existing results and reduces conservatism by thinning the delay partitioning. Numerical examples are provided to show the advantages of the proposed techniques. Copyright © 2009 John Wiley & Sons, Ltd.