Dissipative control for nonlinear Markovian jump systems with mixed time‐delays: The discrete‐time case

This article is concerned with the dissipative control problem for discrete‐time nonlinear Markovian jump systems subject to both discrete and distributed time‐delays. The purpose is to design a state feedback controller that is capable of guaranteeing the required closed‐loop stability and dissipativity performances simultaneously. By resorting to Lyapunov functional methodology and completing square technique, sufficient conditions are established for the existence of the desired state feedback controller in terms of certain Hamilton‐Jacobi inequalities (HJIs). Within the provided framework, the required controller parameters can be obtained by solving the corresponding HJIs. Finally, two numerical simulation examples are presented to demonstrate the correctness and effectiveness of the developed control paradigm.     

Finite‐time asynchronous filtering for discrete‐time Markov jump systems over a lossy network

This paper is concerned with the problem of finite‐time asynchronous filtering for a class of discrete‐time Markov jump systems. The communication links between the system and filter are assumed to be unreliable, which lead to the simultaneous occurrences of packet dropouts, time delays, sensor nonlinearity and nonsynchronous modes. The objective is to design a filter that ensures not only the mean‐square stochastic finite‐time bounded but also a prescribed level of performance for the underlying error system over a lossy network. With the help of the Lyapunov–Krasovskii approach and stochastic analysis theory, sufficient conditions are established for the existence of an admissible filter. By using a novel simple matrix decoupling approach, a desired asynchronous filter can be constructed. Finally, a numerical example is presented and a pulse‐width‐modulation‐driven boost converter model is employed to demonstrate the effectiveness of the proposed approach. Copyright © 2016 John Wiley & Sons, Ltd.     

Static output feedback control for discrete‐time hidden Markov jump systems against deception attacks

This paper investigates the static output feedback control problem for Markov jump systems subject to asynchronous mode information and deception attacks. A hidden Markov model is employed to observe the unmeasurable system mode. In this case, the asynchronous phenomenon between the controller and the original system is depicted. By using the mode‐dependent Lyapunov function, a sufficient condition is established such that the resulting closed‐loop system is stochastically mean square exponentially ultimately bounded under randomly occurring deception attacks and external disturbance. Based on this condition, the asynchronous static output feedback controller is designed in view of linear matrix inequalities. Finally, the effectiveness and superiority of the presented method are elaborated via a numerical example and a practical example.     

An iterative approach for the discrete‐time dynamic control of Markov jump linear systems with partial information

The , and mixed dynamic output feedback control of Markov jump linear systems in a partial observation context is studied through an iterative approach. By partial information, we mean that neither the state variable x(k) nor the Markov chain θ(k) are available to the controller. Instead, we assume that the controller relies only on an output y(k) and a measured variable coming from a detector that provides the only information of the Markov chain θ(k). To solve the problem, we resort to an iterative method that starts with a state‐feedback controller and solves at each iteration a linear matrix inequality optimization problem. It is shown that this iterative algorithm yields to a nonincreasing sequence of upper bound costs so that it converges to a minimum value. The effectiveness of the iterative procedure is illustrated by means of two examples in which the conservatism between the upper bounds and actual costs is significantly reduced.     

Filtering of discrete‐time Markov jump linear systems with uncertain transition probabilities

This article addresses the filtering design problem for discrete‐time Markov jump linear systems (MJLS) under the assumption that the transition probabilities are not completely known. We present the methods to determine ??₂‐ and ??_∞‐norm bounded filters for MJLS whose transition probability matrices have uncertainties in a convex polytope and establish an equivalence with the ones with partly unknown elements. The proposed design, based on linear matrix inequalities, allows different assumptions on Markov mode availability to the filter and on system parameter uncertainties to be taken into account. Under mode‐dependent assumption and internal model knowledge, observer‐based filters can be obtained and it is shown theoretically that our method outperforms some available ones in the literature to date. Numerical examples illustrate this claim. Copyright © 2010 John Wiley & Sons, Ltd.     

Markov跳变系统的非同步事件触发耗散容错控制

本文主要研究一类具有执行器故障的Markov跳变系统的非同步事件触发耗散容错控制问题.通过引入非同步事件触发器来降低传感器的采样数据传输频率,从而降低通信消耗.采用两个独立的隐Markov模型分别描述触发器、控制器与原系统之间的非同步现象.在此框架下,基于Lyapunov稳定性和耗散理论,得到了闭环控制系统在执行器存在故障的情况下随机稳定并严格耗散的充分条件.并借助矩阵不等式变换技术给出了触发器和控制器矩阵参数的求解方法,实现了触发器和控制器的协同设计.最后,通过仿真研究验证了所提出的设计方法的有效性.     

Optimal fault-tolerant control for Markov jump power systems with asynchronous actuator faults

Communication problems in the sensor-to-controller and controller-to-actuator channels can cause both the controller and actuator to run asynchronously with the original system in different operating modes. This paper investigates an optimal fault-tolerant control approach for Markov jump power systems (MJPSs) with asynchronous controller and actuator. Firstly, an asynchronous controller is proposed to deal with incomplete information (i.e., system modes) transmission in the sensor-to-controller channel. Secondly, a new asynchronous actuator faults model is constructed to simultaneously represent the two partial losses, of modes information in the controller-to-actuator channel, and of control effectiveness (LoCE) caused by actuator faults. Under this framework, two related hidden Markov models (HMMs) are formed, which reveal that both the controller and actuator are asynchronous with the controlled system in different modes. By using Lyapunov and optimal approaches, sufficient conditions are derived to ensure that MJPSs are mean square stable with an optimal guaranteed cost. Finally, Monte Carlo simulations are used to verify the effectiveness of the proposed control method.     

Nonstationary H∞ dynamic output feedback control for discrete‐time Markov jump linear systems with actuator and sensor saturations

This paper is concerned with the nonstationary dynamic output feedback control problem for a class of discrete‐time Markov jump linear systems (MJLSs) under simultaneous consideration of actuator and sensor saturations. The so‐called nonstationary controllers dominated by two other different piecewise‐stationary Markov chains are introduced, making the designed controllers not only mode‐dependent but also dependent on other variations associated with the mode transitions in the original MJLSs. The sufficient conditions formulated in terms of bilinear matrix inequalities for the H_∞ control problem are established such that the resulting closed‐loop system is stochastically stable and achieves a prescribed H_∞ noise attenuation level. A suboptimal algorithm with line search is exploited to solve for the associated controller gains. Effectiveness of the developed theoretical results is verified via a numerical example. Copyright © 2015 John Wiley & Sons, Ltd.     

H∞ control of networked control systems based on Markov jump unified model

This paper focuses on a new H_∞ controller design issue for networked control systems with external disturbance as well as random time delays and packet dropouts in forward and feedback channels, which are modeled by multiple Markov chains in a unified style. The output feedback controller is designed to stabilize the networked control system and also achieves the prescribed H_∞ disturbance attenuation level. The addressed controller design problem is transformed into a nonlinear minimization problem with LMI constraints. An illustrative example is provided to show the effectiveness of the proposed methods. Copyright © 2014 John Wiley & Sons, Ltd.     

Observer‐based finite‐time stabilization for extended Markov jump systems

In this paper, we study the problem of observer‐based finite‐time stabilization for a class of extended Markov jump systems with norm‐bounded uncertainties and external disturbances. The stochastic character under consideration is governed by a finite‐state Markov process, but with only partial information on the transition jump rates. Based on the finite‐time stability analysis, sufficient conditions for the existence of the observer‐based controller are derived via a linear matrix inequality approach such that the closed‐loop system trajectory stays within a prescribed bound in a fixed time interval. When these conditions are satisfied, the designed observer‐based controller gain matrices can be obtained by solving a convex optimization problem. Simulation results demonstrate the effectiveness of the approaches proposed in this paper. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

基于扩展状态观测器的随机隐Markov正跳变系统有限时间异步控制

针对一类含不匹配扰动的随机隐Markov跳变系统, 本文研究了基于扩展状态观测器(ESO)的有限时间异步 控制问题. 首先, 引入一组扩展变量将隐Markov跳变系统转换成一组新的随机扩展系统, 补偿不匹配扰动对系统控 制输出的影响. 基于Lyapunov–Krasovskii泛函方法, 给出使得基于ESO的闭环随机隐Markov增广跳变系统是正系 统, 且有限时间有界的充分条件. 进而得到直接求解观测器增益和控制器增益的线性矩阵不等式. 最后, 通过仿真结 果验证了本文所设计的异步状态反馈控制器和观测器的有效性和可行性.     

Reliability and time‐to‐failure bounds for discrete‐time constrained Markov jump linear systems

This paper presents a methodology to obtain a guaranteed‐reliability controller for constrained linear systems, which switch between different modes according to a Markov chain (Markov jump linear systems). Inside the classical maximal robust controllable set, there is 100% guarantee of never violating constraints at future time. However, outside such set, some sequences might make hitting constraints unavoidable for some disturbance realisations. A guaranteed‐reliability controller based on a greedy heuristic approach was proposed in an earlier work for disturbance‐free, robustly stabilisable Markov jump linear systems. Here, extensions are presented by, first, considering bounded disturbances and, second, presenting an iterative algorithm based on dynamic programming. In non‐stabilisable systems, reliability is zero; therefore, prior results cannot be applied; in this case, optimisation of a mean‐time‐to‐failure bound is proposed, via minor algorithm modifications. Optimality can be proved in the disturbance‐free, finitely generated case. Copyright © 2016 John Wiley & Sons, Ltd.     

Scaled consensus for asynchronous high‐order discrete‐time multiagent systems

This paper investigates the distributed scaled consensus problem of multiple agents with high‐order dynamics under the asynchronous setting, where each agent measures the neighbors' information at certain discrete time instants according to its own clock rather than the whole discrete process and all agents' clocks are independent of each other. Assume that the communication topology can be arbitrarily switched and the information transfer between agents has a time‐varying delay. Under the designed asynchronous distributed control protocol, it is shown that the agents with the same scale will reach a common final state, while the agents with different scales will reach different final states. Moreover, an effective parameters selection strategy is presented for a large number of gain parameters in high‐order multiagent systems based on novel model transformation techniques. Simulation examples are provided to demonstrate the high‐order scaled consensus performances for the agents in the presence of asynchronous setting.     

Observer-based sliding mode control of Markov jump systems with random sensor delays and partly unknown transition rates

In this paper, the sliding mode control problem of Markov jump systems (MJSs) with unmeasured state, partly unknown transition rates and random sensor delays is probed. In the practical engineering control, the exact information of transition rates is hard to obtain and the measurement channel is supposed to subject to random sensor delay. Design a Luenberger observer to estimate the unmeasured system state, and an integral sliding mode surface is constructed to ensure the exponential stability of MJSs. A sliding mode controller based on estimator is proposed to drive the system state onto the sliding mode surface and render the sliding mode dynamics exponentially mean-square stable with H_∞ performance index. Finally, simulation results are provided to illustrate the effectiveness of the proposed results.     

Quantized feedback stabilization of continuous-time Markov jump systems under asynchronous control

This paper addresses a new asynchronous control scheme for continuous-time Markov jump linear systems (MJLSs). Both controlled system and quantizer are asynchronous with the controller due to the process by which the controller can accurately observe and emit the switching signal being stochastic. The random variable satisfying Bernoulli distribution is introduced to describe this observation. On this basis, two methods are proposed to obtain sufficient conditions for exponential almost sure stability and almost surely asymptotically stability, respectively from the perspective of the linear matrix inequality (LMI). The results are independent of the asynchronous time interval. Finally, a numerical example demonstrates the validity and feasibility of developed theoretical results.     

Discrete‐time output feedback for Markov jump systems with uncertain transition probabilities

This article addresses the output feedback control for discrete‐time Markov jump linear systems. With fully known transition probability, sufficient conditions for an internal model based controller design are obtained. For the case where the transition probabilities are uncertain and belong to a convex polytope with known vertices, we provide a sufficient LMI condition that guarantees the norm of the closed‐loop system is below a prescribed level. That condition can be improved through an iterative procedure. Additionally, we are able to deal with the case of cluster availability of the Markov mode, provided that some system matrices do not vary within a given cluster, an assumption that is suitable to deal with packet dropout models for networked control systems. A numerical example shows the applicability of the design and compares it with previous results. Copyright © 2012 John Wiley & Sons, Ltd.     

具有噪声约束的 时滞Markov跳变网络给定时间一致性协议设计

本文研究网络连接系统在随机Markov跳变拓扑结构,通信时滞,外部干扰等情形下的给定时间一致性协议设计方法.基于有限短时间理论,放宽对系统不一致状态渐近收敛于零的要求,在预先给定的时间区域内,设法使网络中各子系统的不一致状态在期望范围内受限运动,从而提出给定时间一致性定义,并进一步设计给定时间一致性控制算法.不仅从时间角度为降低渐近一致的工程保守性提供了思路,且所提的模型转换新方法使得设计的控制协议更具通用性.仿真结果验证了所提算法的有效性.     

Stability and stabilization of discrete‐time singular Markov jump systems with time‐varying delay

The stochastic stability and stochastic stabilization of time‐varying delay discrete‐time singular Markov jump systems are discussed. For full and partial knowledge of transition probabilities cases, delay‐dependent linear matrix inequalities (LMIs) conditions for the systems to be regular, causal and stochastically stable are given. Sufficient conditions are proposed for the existence of state feedback controller in terms of LMIs. Finally, two numerical examples to illustrate the effectiveness of the method are given. Copyright © 2009 John Wiley & Sons, Ltd.     

Guaranteed cost control of uncertain discrete‐time singular Markov jump systems with indefinite quadratic cost

The guaranteed cost control problem for discrete‐time singular Markov jump systems with parameter uncertainties is discussed. The weighting matrix in quadratic cost function is indefinite. For full and partial knowledge of transition probabilities cases, state feedback controllers are designed based on linear matrix inequalities method which guarantee that the closed‐loop discrete‐time singular Markov jump systems are regular, causal and robust stochastically stable, and the cost value has a zero lower bound and a finite upper bound. A numerical example to illustrate the effectiveness of the method is given in the paper. Copyright © 2010 John Wiley & Sons, Ltd.     

Strictly dissipative stabilization of multiple‐memory Markov jump systems with general transition rates: A novel event‐triggered control strategy

This paper investigates the strictly dissipative stabilization problem for multiple‐memory Markov jump systems with network communication protocol. Firstly, for reducing data transmission, we put forward a novel mode‐dependent event‐triggered communication scheme based on aperiodically sampled data. Secondly, a Markov jump system with general transition rates is considered to make the result more applicable, where the transition rates of some jumping modes allow to be completely known, or partially known, or even completely unknown. Thirdly, a less restrictive Lyapunov‐Krasovskii functional, which is only required to be positive definite at end points of each subinterval of the holding intervals, is first introduced for event‐triggered control issue. Based on the above methods, a sufficient condition with less conservatism is obtained to ensure the stochastic stability and dissipativity of the resulting closed‐loop system. Meanwhile, an explicit design method of the desired controller is achieved. Finally, two numerical examples are presented to demonstrate the effectiveness and advantage of the proposed method.